SuRo Capital Corp 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, June 25th, 2026
1 Day
6,958.15
increased by 257.02
1 Week
6,695.24
decreased by 5.89
1 Month
5,228.15
decreased by 1,472.98
Analysis last updated: Wednesday, June 24, 2026 at 09:17 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.50 | |
| 0.1296 | 27.86 | |
| 0.8492 | 396.80 | |
| 0.0424 | 5.22 |
Estimation Period:
Apr 28, 2011 to Jun 18, 2026
Apr 28, 2011 to Jun 18, 2026
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