Tera Software 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 Tuesday, June 16th, 2026
1 Day
3,104.76
increased by 121.07
1 Week
2,520.02
decreased by 463.67
1 Month
3,971.51
increased by 987.82
Analysis last updated: Tuesday, June 16, 2026 at 08:13 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.16 | |
| 0.0745 | 9.06 | |
| 0.8162 | 76.01 | |
| 0.2186 | 5.24 |
Estimation Period:
Oct 5, 2010 to Jun 12, 2026
Oct 5, 2010 to Jun 12, 2026
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