Vertikal Group Zartkoruen 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, June 24th, 2026
1 Day
7,555.26
increased by 4,793.30
1 Week
4,059.66
increased by 1,297.70
1 Month
4,588.60
increased by 1,826.64
Analysis last updated: Wednesday, June 24, 2026 at 06:45 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.00 | |
| 0.0080 | 1.03 | |
| 0.8950 | 22.05 | |
| 0.1940 | 1.43 |
Estimation Period:
Nov 20, 2023 to Jun 19, 2026
Nov 20, 2023 to Jun 19, 2026
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