Millennium Pharmacon Intl 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 Tuesday, July 7th, 2026
1 Day
2,687.74
increased by 1,010.68
1 Week
1,889.70
increased by 212.64
1 Month
1,396.53
decreased by 280.53
Analysis last updated: Tuesday, July 7, 2026 at 08:47 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5432 | 0.62 | |
| 0.0192 | 7.86 | |
| 0.9759 | 779.45 | |
| 0.0099 | 2.48 |
Estimation Period:
Jun 24, 1994 to Jul 3, 2026
Jun 24, 1994 to Jul 3, 2026
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