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, May 20th, 2026
1 Day
19.69
increased by 0.54
1 Week
19.58
increased by 0.43
1 Month
23.09
increased by 3.94
Analysis last updated: Tuesday, May 19, 2026 at 10:11 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2823 | 3.83 | |
| 0.0454 | 21.37 | |
| 0.9319 | 667.07 | |
| 0.0455 | 14.44 |
Estimation Period:
Jun 26, 1991 to May 15, 2026
Jun 26, 1991 to May 15, 2026
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