Til 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 Wednesday, April 15th, 2026
1 Day
2,471.27
decreased by 153.61
1 Week
2,716.60
increased by 91.72
1 Month
3,516.24
increased by 891.36
Analysis last updated: Tuesday, April 14, 2026 at 08:11 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 | |
| 0.0107 | 1.73 | |
| 0.9373 | 107.07 | |
| 0.1040 | 6.49 |
Estimation Period:
Jul 5, 2006 to Apr 13, 2026
Jul 5, 2006 to Apr 13, 2026
Other Til Ltd Analyses
Other Asymmetric ILLIQ Analyses on International Equities