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, May 14th, 2026
1 Day
16,557.09
increased by 916.46
1 Week
16,603.05
increased by 962.42
1 Month
15,281.43
decreased by 359.20
Analysis last updated: Thursday, May 14, 2026 at 06:51 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 | 322.75 | |
| 0.0352 | 8.50 |
Estimation Period:
Jul 19, 1991 to May 8, 2026
Jul 19, 1991 to May 8, 2026
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