Alten 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 Friday, July 3rd, 2026
1 Day
4,522.13
decreased by 216.26
1 Week
4,731.16
decreased by 7.23
1 Month
4,720.52
decreased by 17.87
Analysis last updated: Friday, July 3, 2026 at 07:21 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.32 | |
| 0.0422 | 23.47 | |
| 0.9289 | 820.58 | |
| 0.0578 | 18.88 |
Estimation Period:
Feb 3, 1999 to Jun 26, 2026
Feb 3, 1999 to Jun 26, 2026
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