Altarea SCA 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, June 29th, 2026
1 Day
11,421.71
increased by 184.67
1 Week
11,254.02
increased by 16.98
1 Month
13,249.36
increased by 2,012.32
Analysis last updated: Saturday, June 27, 2026 at 09:34 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.44 | |
| 0.0409 | 10.23 | |
| 0.9418 | 322.41 | |
| 0.0348 | 8.36 |
Estimation Period:
Jul 19, 1991 to Jun 26, 2026
Jul 19, 1991 to Jun 26, 2026
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