Auto Partner Sa 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 Wednesday, April 29th, 2026
1 Day
6,603.44
increased by 132.55
1 Week
5,262.96
decreased by 1,207.93
1 Month
4,937.12
decreased by 1,533.77
Analysis last updated: Wednesday, April 29, 2026 at 09:36 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.26 | |
| 0.0721 | 10.24 | |
| 0.9044 | 350.95 | |
| 0.0469 | 3.71 |
Estimation Period:
Jun 6, 2016 to Apr 24, 2026
Jun 6, 2016 to Apr 24, 2026
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