Banco Provincial 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, July 1st, 2026
1 Day
3,691.06
increased by 1,668.77
1 Week
3,691.06
increased by 1,668.77
1 Month
2,374.49
increased by 352.20
Analysis last updated: Thursday, July 2, 2026 at 08:08 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.14 | |
| 0.0299 | 1.93 | |
| 0.9662 | 260.79 | |
| 0.0078 | 0.25 |
Estimation Period:
Jun 5, 2018 to Jun 23, 2026
Jun 5, 2018 to Jun 23, 2026
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