Credito Emiliano SpA 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, May 19th, 2026
1 Day
5,986.95
increased by 3,006.38
1 Week
3,924.08
increased by 943.51
1 Month
4,395.31
increased by 1,414.74
Analysis last updated: Tuesday, May 19, 2026 at 08:28 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.19 | |
| 0.0596 | 19.36 | |
| 0.9031 | 528.73 | |
| 0.0747 | 13.06 |
Estimation Period:
Apr 15, 1994 to May 15, 2026
Apr 15, 1994 to May 15, 2026
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