Societe BIC 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 Tuesday, April 14th, 2026
1 Day
6,307.50
decreased by 370.71
1 Week
6,738.58
increased by 60.37
1 Month
7,065.00
increased by 386.79
Analysis last updated: Tuesday, April 14, 2026 at 06:40 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 5.87 | |
| 0.0498 | 17.10 | |
| 0.9437 | 546.46 | |
| 0.0128 | 3.33 |
Estimation Period:
Jun 28, 1991 to Apr 10, 2026
Jun 28, 1991 to Apr 10, 2026
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