Ctt Correios De Portugal 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 Friday, June 19th, 2026
1 Day
5,252.22
decreased by 340.05
1 Week
5,833.95
increased by 241.68
1 Month
5,993.79
increased by 401.52
Analysis last updated: Friday, June 19, 2026 at 10:35 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.42 | |
| 0.0407 | 14.06 | |
| 0.9332 | 533.27 | |
| 0.0522 | 9.88 |
Estimation Period:
Dec 5, 2013 to Jun 12, 2026
Dec 5, 2013 to Jun 12, 2026
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