TAT Technologies 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 Monday, June 22nd, 2026
1 Day
4,856.55
decreased by 151.59
1 Week
4,856.11
decreased by 152.03
1 Month
4,485.42
decreased by 522.72
Analysis last updated: Thursday, June 18, 2026 at 09:26 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.53 | |
| 0.0392 | 14.49 | |
| 0.9311 | 557.88 | |
| 0.0593 | 16.99 |
Estimation Period:
Sep 30, 1991 to Jun 18, 2026
Sep 30, 1991 to Jun 18, 2026
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