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, April 16th, 2026
1 Day
11,273.92
decreased by 555.27
1 Week
12,282.55
increased by 453.36
1 Month
12,719.51
increased by 890.32
Analysis last updated: Thursday, April 16, 2026 at 06:40 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 | |
| 0.0407 | 10.19 | |
| 0.9417 | 321.41 | |
| 0.0352 | 8.47 |
Estimation Period:
Jul 19, 1991 to Apr 10, 2026
Jul 19, 1991 to Apr 10, 2026
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