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 Thursday, May 14th, 2026
1 Day
14,302.25
increased by 1,888.98
1 Week
14,324.28
increased by 1,911.01
1 Month
15,149.66
increased by 2,736.39
Analysis last updated: Thursday, May 14, 2026 at 06:52 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.1175 | 2.38 | |
| 0.7511 | 290.57 | |
| 0.2629 | 2.63 | |
| 5.7274 | 0.09 | |
| 0.6975 | 2.33 | |
| 0.2990 | 9.73 |
Estimation Period:
Jul 19, 1991 to May 8, 2026
Jul 19, 1991 to May 8, 2026
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