Titan America 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 25th, 2026
1 Day
4,891.28
decreased by 95.72
1 Week
4,942.61
decreased by 44.39
1 Month
5,592.67
increased by 605.67
Analysis last updated: Wednesday, June 24, 2026 at 09:49 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.15 | |
| 0.0561 | 4.11 | |
| 0.9138 | 123.27 | |
| 0.0601 | 1.74 |
Estimation Period:
Feb 7, 2025 to Jun 18, 2026
Feb 7, 2025 to Jun 18, 2026
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