eDreams ODIGEO 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 Tuesday, June 23rd, 2026
1 Day
5,326.52
decreased by 686.96
1 Week
5,884.82
decreased by 128.66
1 Month
5,987.98
decreased by 25.50
Analysis last updated: Tuesday, June 23, 2026 at 07:55 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.21 | |
| 0.0747 | 22.12 | |
| 0.8808 | 366.71 | |
| 0.0889 | 13.40 |
Estimation Period:
Apr 8, 2014 to Jun 19, 2026
Apr 8, 2014 to Jun 19, 2026
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