Zalaris Asa ILLIQ-MFMEM 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
13,828.73
increased by 7,320.63
1 Week
9,600.71
increased by 3,092.61
1 Month
3,346.05
decreased by 3,162.05
Analysis last updated: Tuesday, May 12, 2026 at 08:02 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.4933 | 0.17 | |
| 0.7534 | 46.32 | |
| -0.4933 | -0.09 | |
| 0.0021 | 0.18 | |
| 0.0000 | 0.10 | |
| 0.2180 | 1.23 |
Estimation Period:
Jun 20, 2014 to May 8, 2026
Jun 20, 2014 to May 8, 2026
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