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 Tuesday, May 26th, 2026
1 Day
1,350.45
increased by 125.11
1 Week
1,218.05
decreased by 7.29
1 Month
1,124.93
decreased by 100.41
Analysis last updated: Friday, May 22, 2026 at 09:16 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.71 | |
| 0.0906 | 22.31 | |
| 0.8915 | 201.83 | |
| 0.0358 | 2.79 |
Estimation Period:
Sep 14, 2011 to May 22, 2026
Sep 14, 2011 to May 22, 2026
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