Covivio Hotels SACA 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 Thursday, May 14th, 2026
1 Day
632,359.30
decreased by 12,558.60
1 Week
558,797.38
decreased by 86,120.52
1 Month
623,211.21
decreased by 21,706.69
Analysis last updated: Thursday, May 14, 2026 at 06:49 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.04 | |
| 0.0580 | 9.42 | |
| 0.9322 | 397.88 | |
| 0.0196 | 2.19 |
Estimation Period:
Oct 30, 1996 to May 8, 2026
Oct 30, 1996 to May 8, 2026
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