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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

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graph of European Smaller Companies/The ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time