Tiptree Inc 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, May 26th, 2026
1 Day
3,313.81
increased by 19.18
1 Week
3,461.32
increased by 166.69
1 Month
2,391.47
decreased by 903.16
Analysis last updated: Friday, May 22, 2026 at 09:27 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.26 | |
| 0.0617 | 13.19 | |
| 0.8858 | 272.82 | |
| 0.1050 | 8.85 |
Estimation Period:
Jun 22, 2007 to May 22, 2026
Jun 22, 2007 to May 22, 2026
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