Vallibel Finance Ltd 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 Monday, June 22nd, 2026
1 Day
3,952.08
increased by 851.21
1 Week
3,331.10
increased by 230.23
1 Month
3,181.82
increased by 80.95
Analysis last updated: Sunday, June 21, 2026 at 04:36 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0080 | 3.66 | |
| 0.9793 | 1,004.45 | |
| 0.0253 | 1.77 |
Estimation Period:
May 4, 2010 to Jun 19, 2026
May 4, 2010 to Jun 19, 2026
Other Vallibel Finance Ltd Analyses
Other Asymmetric ILLIQ Analyses on International Equities