Tamar Petroleum 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 Thursday, June 4th, 2026
1 Day
5,662.72
increased by 10.70
1 Week
5,689.45
increased by 37.43
1 Month
6,667.22
increased by 1,015.20
Analysis last updated: Thursday, June 4, 2026 at 07:23 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.32 | |
| 0.0588 | 17.75 | |
| 0.9195 | 461.35 | |
| 0.0435 | 5.75 |
Estimation Period:
Jul 25, 2017 to May 29, 2026
Jul 25, 2017 to May 29, 2026
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