SAB Events & Governance NOW Asymmetric ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Monday, June 8th, 2026
1 Day
4,361,316.00
decreased by 180,390.00
1 Week
4,766,739.60
increased by 225,033.60
1 Month
5,091,933.25
increased by 550,227.25
Analysis last updated: Saturday, June 6, 2026 at 10:12 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.00 | |
| 0.0256 | 2.26 | |
| 0.9529 | 225.17 | |
| 0.0429 | 1.24 |
Estimation Period:
Sep 15, 2016 to Jun 5, 2026
Sep 15, 2016 to Jun 5, 2026
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