Searefico Corporation 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 Thursday, May 14th, 2026
1 Day
2,145.94
increased by 1,219.39
1 Week
1,200.35
increased by 273.80
1 Month
798.77
decreased by 127.78
Analysis last updated: Thursday, May 14, 2026 at 09:07 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9234 | 7.18 | |
| 0.0346 | 12.05 | |
| 0.9677 | 383.99 | |
| -0.0045 | -0.96 |
Estimation Period:
Oct 22, 2009 to May 8, 2026
Oct 22, 2009 to May 8, 2026
Other Searefico Corporation Analyses
Other Asymmetric ILLIQ Analyses on International Equities