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, June 22nd, 2026
1 Day
6,244.04
decreased by 592.45
1 Week
7,098.14
increased by 261.65
1 Month
5,278.54
decreased by 1,557.95
Analysis last updated: Sunday, June 21, 2026 at 01:01 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.10 | |
| 0.1055 | 5.83 | |
| 0.8775 | 101.62 | |
| 0.0339 | 1.87 |
Estimation Period:
Jun 30, 1997 to Jun 19, 2026
Jun 30, 1997 to Jun 19, 2026
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