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 Monday, July 6th, 2026
1 Day
23.97
increased by 0.48
1 Week
23.80
increased by 0.31
1 Month
23.33
decreased by 0.16
Analysis last updated: Thursday, July 2, 2026 at 10:14 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2660 | 5.22 | |
| 0.0452 | 22.06 | |
| 0.9323 | 673.11 | |
| 0.0451 | 15.56 |
Estimation Period:
Jun 26, 1991 to Jul 2, 2026
Jun 26, 1991 to Jul 2, 2026
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