European Smaller Companies/The 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 Wednesday, May 27th, 2026
1 Day
5,889.52
increased by 920.18
1 Week
4,946.34
decreased by 23.00
1 Month
4,539.00
decreased by 430.34
Analysis last updated: Wednesday, May 27, 2026 at 11:33 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.81 | |
| 0.0584 | 25.14 | |
| 0.9354 | 432.24 | |
| 0.0125 | 2.29 |
Estimation Period:
Jan 2, 2007 to May 22, 2026
Jan 2, 2007 to May 22, 2026
Other European Smaller Companies/The Analyses
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