Altarea SCA ILLIQ-MFMEM 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
13,543.03
increased by 1,813.16
1 Week
11,095.04
decreased by 634.83
1 Month
12,156.08
increased by 426.21
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 | |
|---|---|---|
| 51 | ||
| 0.1227 | 1,226,920.00 | |
| 0.7010 | 7,009,780.00 | |
| 0.3527 | 3,526,560.00 | |
| 0.2016 | 2,016,100.00 | |
| 0.8596 | 8,595,500.00 | |
| 0.1405 | 1,404,500.00 |
Estimation Period:
Jul 19, 1991 to Jun 26, 2026
Jul 19, 1991 to Jun 26, 2026
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