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 Wednesday, June 10th, 2026
1 Day
23.20
increased by 0.68
1 Week
21.10
decreased by 1.42
1 Month
20.32
decreased by 2.20
Analysis last updated: Tuesday, June 9, 2026 at 09:33 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3028 | 5.07 | |
| 0.0453 | 21.91 | |
| 0.9319 | 667.09 | |
| 0.0455 | 15.37 |
Estimation Period:
Jun 26, 1991 to Jun 5, 2026
Jun 26, 1991 to Jun 5, 2026
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