Sadhana Nitro 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, May 4th, 2026
1 Day
4,192.15
decreased by 495.72
1 Week
4,710.71
increased by 22.84
1 Month
10,555.47
increased by 5,867.60
Analysis last updated: Friday, May 1, 2026 at 10:27 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.10 | |
| 0.1058 | 5.81 | |
| 0.8775 | 100.80 | |
| 0.0334 | 1.85 |
Estimation Period:
Jun 30, 1997 to Apr 30, 2026
Jun 30, 1997 to Apr 30, 2026
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