Shield Corp Ltd 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 Friday, June 5th, 2026
1 Day
18,439.92
increased by 607.80
1 Week
19,124.06
increased by 1,291.94
1 Month
30,431.56
increased by 12,599.44
Analysis last updated: Friday, June 5, 2026 at 08:46 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.02 | |
| 0.0785 | 12.25 | |
| 0.9256 | 330.69 | |
| -0.0083 | -0.78 |
Estimation Period:
Nov 21, 2012 to May 29, 2026
Nov 21, 2012 to May 29, 2026
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