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 Thursday, June 4th, 2026
1 Day
14,177.44
decreased by 573.61
1 Week
14,511.85
decreased by 239.20
1 Month
16,580.63
increased by 1,829.58
Analysis last updated: Thursday, June 4, 2026 at 06:29 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.43 | |
| 0.0406 | 10.19 | |
| 0.9418 | 323.09 | |
| 0.0353 | 8.51 |
Estimation Period:
Jul 19, 1991 to May 29, 2026
Jul 19, 1991 to May 29, 2026
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