AES Corp/VA 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, April 28th, 2026
1 Day
26.59
decreased by 1.54
1 Week
29.11
increased by 0.98
1 Month
35.49
increased by 7.36
Analysis last updated: Monday, April 27, 2026 at 09:42 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3604 | 3.92 | |
| 0.0449 | 19.94 | |
| 0.9323 | 664.51 | |
| 0.0455 | 13.50 |
Estimation Period:
Jun 26, 1991 to Apr 24, 2026
Jun 26, 1991 to Apr 24, 2026
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