Starteck Finance 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 Thursday, May 21st, 2026
1 Day
11,427.82
increased by 7,061.35
1 Week
6,718.72
increased by 2,352.25
1 Month
4,551.55
increased by 185.08
Analysis last updated: Thursday, May 21, 2026 at 07:40 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.10 | |
| 0.1655 | 9.16 | |
| 0.7281 | 62.24 | |
| 0.2129 | 4.77 |
Estimation Period:
Feb 18, 2014 to May 15, 2026
Feb 18, 2014 to May 15, 2026
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