Caribbean Cement 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, June 16th, 2026
1 Day
8,933.47
increased by 370.33
1 Week
8,860.90
increased by 297.76
1 Month
9,894.51
increased by 1,331.37
Analysis last updated: Tuesday, June 16, 2026 at 08:09 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.08 | |
| 0.0188 | 12.34 | |
| 0.9757 | 900.88 | |
| 0.0111 | 3.27 |
Estimation Period:
Sep 25, 1995 to Jun 12, 2026
Sep 25, 1995 to Jun 12, 2026
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