XMAX Inc 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 Friday, June 12th, 2026
1 Day
2,137.81
decreased by 233.51
1 Week
1,936.47
decreased by 434.85
1 Month
1,347.36
decreased by 1,023.96
Analysis last updated: Friday, June 12, 2026 at 02:14 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.76 | |
| 0.0905 | 22.26 | |
| 0.8915 | 202.71 | |
| 0.0360 | 2.81 |
Estimation Period:
Sep 14, 2011 to Jun 5, 2026
Sep 14, 2011 to Jun 5, 2026
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