Trisul Sa 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 18th, 2026
1 Day
11,316.77
increased by 106.78
1 Week
11,473.91
increased by 263.92
1 Month
10,934.61
decreased by 275.38
Analysis last updated: Thursday, June 18, 2026 at 09:16 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.04 | |
| 0.0784 | 6.94 | |
| 0.9366 | 744.50 | |
| -0.0299 | -1.53 |
Estimation Period:
Oct 19, 2007 to Jun 12, 2026
Oct 19, 2007 to Jun 12, 2026
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