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, April 13th, 2026
1 Day
5,373,203.00
increased by 2,340,923.00
1 Week
3,678,980.60
increased by 646,700.60
1 Month
3,611,434.39
increased by 579,154.39
Analysis last updated: Saturday, April 11, 2026 at 10:20 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 | |
| 0.0257 | 2.24 | |
| 0.9529 | 221.90 | |
| 0.0429 | 1.24 |
Estimation Period:
Sep 15, 2016 to Apr 10, 2026
Sep 15, 2016 to Apr 10, 2026
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