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 Tuesday, April 28th, 2026
1 Day
3,046.44
increased by 37.02
1 Week
2,695.76
decreased by 313.66
1 Month
2,607.59
decreased by 401.83
Analysis last updated: Tuesday, April 28, 2026 at 08:25 PM 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 | 3.59 | |
| 0.9794 | 974.50 | |
| 0.0252 | 1.76 |
Estimation Period:
May 4, 2010 to Apr 24, 2026
May 4, 2010 to Apr 24, 2026
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