Ambeon Capital Plc 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 Friday, May 29th, 2026
1 Day
2,817.44
increased by 354.54
1 Week
2,490.82
increased by 27.92
1 Month
2,230.14
decreased by 232.76
Analysis last updated: Thursday, May 28, 2026 at 11:30 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0103 | 7.04 | |
| 0.9859 | 586.15 | |
| 0.0076 | 2.64 |
Estimation Period:
May 17, 2012 to May 27, 2026
May 17, 2012 to May 27, 2026
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