LQR House 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 Monday, June 22nd, 2026
1 Day
384,265.10
decreased by 189,596.40
1 Week
473,669.12
decreased by 100,192.38
1 Month
323,461.35
decreased by 250,400.15
Analysis last updated: Thursday, June 18, 2026 at 10:41 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.01 | |
| 0.4653 | 1.73 | |
| 0.5817 | 9.76 | |
| -0.0940 | -0.30 |
Estimation Period:
Aug 10, 2023 to Jun 18, 2026
Aug 10, 2023 to Jun 18, 2026
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