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, June 4th, 2026
1 Day
3,407,142.00
increased by 89,531.00
1 Week
3,546,323.80
increased by 228,712.80
1 Month
1,259,755.56
decreased by 2,057,855.44
Analysis last updated: Thursday, June 4, 2026 at 06:28 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.03 | |
| 0.0574 | 9.31 | |
| 0.9318 | 391.02 | |
| 0.0217 | 2.39 |
Estimation Period:
Oct 30, 1996 to May 29, 2026
Oct 30, 1996 to May 29, 2026
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