Xspray Pharma Ab 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 Wednesday, June 24th, 2026
1 Day
8,822.67
increased by 2,082.96
1 Week
7,437.92
increased by 698.21
1 Month
7,442.11
increased by 702.40
Analysis last updated: Wednesday, June 24, 2026 at 07:58 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.40 | |
| 0.0781 | 16.48 | |
| 0.8970 | 292.74 | |
| 0.0498 | 4.88 |
Estimation Period:
Sep 28, 2017 to Jun 12, 2026
Sep 28, 2017 to Jun 12, 2026
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