Zalaris Asa 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 12th, 2026
1 Day
5,987.06
increased by 3,102.50
1 Week
3,931.40
increased by 1,046.84
1 Month
1,437.07
decreased by 1,447.49
Analysis last updated: Tuesday, May 12, 2026 at 08:01 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.20 | |
| 0.1610 | 1.92 | |
| 0.8195 | 28.80 | |
| 0.0389 | 0.44 |
Estimation Period:
Jun 20, 2014 to May 8, 2026
Jun 20, 2014 to May 8, 2026
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