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 Monday, June 29th, 2026
1 Day
1,550,325.00
decreased by 41,697.00
1 Week
1,728,519.20
increased by 136,497.20
1 Month
2,694,768.52
increased by 1,102,746.52
Analysis last updated: Saturday, June 27, 2026 at 09:40 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 | 9.49 | |
| 0.9320 | 394.24 | |
| 0.0200 | 2.27 |
Estimation Period:
Oct 30, 1996 to Jun 26, 2026
Oct 30, 1996 to Jun 26, 2026
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