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 Tuesday, June 9th, 2026
1 Day
4,557.52
decreased by 179.82
1 Week
4,817.77
increased by 80.43
1 Month
4,480.46
decreased by 256.88
Analysis last updated: Tuesday, June 9, 2026 at 07:31 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4979 | 0.95 | |
| 0.0372 | 5.69 | |
| 0.9613 | 376.39 | |
| 0.0030 | 0.20 |
Estimation Period:
Oct 6, 2009 to Jun 5, 2026
Oct 6, 2009 to Jun 5, 2026
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