Alexandria Spinning & Weaving Co 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, June 23rd, 2026
1 Day
5,004.79
increased by 1,565.46
1 Week
3,728.14
increased by 288.81
1 Month
3,477.45
increased by 38.12
Analysis last updated: Tuesday, June 23, 2026 at 06:18 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.17 | |
| 0.0488 | 5.26 | |
| 0.9230 | 477.48 | |
| 0.0565 | 4.33 |
Estimation Period:
Oct 2, 1996 to Jun 17, 2026
Oct 2, 1996 to Jun 17, 2026
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