Wim Plast 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, April 27th, 2026
1 Day
6,684.50
increased by 268.42
1 Week
6,290.31
decreased by 125.77
1 Month
5,915.09
decreased by 500.99
Analysis last updated: Saturday, April 25, 2026 at 09:35 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.54 | |
| 0.0359 | 5.61 | |
| 0.9618 | 392.55 | |
| 0.0047 | 0.32 |
Estimation Period:
Oct 6, 2009 to Apr 24, 2026
Oct 6, 2009 to Apr 24, 2026
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