Cosmo Pharmaceuticals 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, April 29th, 2026
1 Day
6,788.09
increased by 793.93
1 Week
5,641.02
decreased by 353.14
1 Month
4,812.92
decreased by 1,181.24
Analysis last updated: Wednesday, April 29, 2026 at 10:21 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.51 | |
| 0.0451 | 15.44 | |
| 0.9099 | 249.03 | |
| 0.0900 | 9.31 |
Estimation Period:
Mar 12, 2007 to Apr 24, 2026
Mar 12, 2007 to Apr 24, 2026
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