Emeis 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 Thursday, June 4th, 2026
1 Day
5,312.73
increased by 11.60
1 Week
5,114.69
decreased by 186.44
1 Month
5,440.62
increased by 139.49
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 | 7.93 | |
| 0.0619 | 29.13 | |
| 0.9171 | 698.48 | |
| 0.0420 | 12.09 |
Estimation Period:
Apr 17, 2002 to May 29, 2026
Apr 17, 2002 to May 29, 2026
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