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, April 16th, 2026
1 Day
782,325.60
decreased by 16,568.50
1 Week
860,755.72
increased by 61,861.62
1 Month
893,477.64
increased by 94,583.54
Analysis last updated: Thursday, April 16, 2026 at 06:41 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 | |
| 0.0577 | 9.39 | |
| 0.9326 | 399.04 | |
| 0.0195 | 2.18 |
Estimation Period:
Oct 30, 1996 to Apr 10, 2026
Oct 30, 1996 to Apr 10, 2026
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