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 Monday, May 4th, 2026
1 Day
7,441.32
increased by 39.54
1 Week
6,994.91
decreased by 406.87
1 Month
6,777.38
decreased by 624.40
Analysis last updated: Friday, May 1, 2026 at 08:18 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 5.89 | |
| 0.0499 | 17.20 | |
| 0.9438 | 547.12 | |
| 0.0126 | 3.28 |
Estimation Period:
Jun 28, 1991 to Apr 30, 2026
Jun 28, 1991 to Apr 30, 2026
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