Eurocash 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 Wednesday, April 15th, 2026
1 Day
26,594.94
decreased by 2,755.88
1 Week
21,117.06
decreased by 8,233.76
1 Month
19,562.49
decreased by 9,788.33
Analysis last updated: Wednesday, April 15, 2026 at 08:09 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.14 | |
| 0.0409 | 6.97 | |
| 0.8470 | 23.54 | |
| 0.2242 | 1.39 |
Estimation Period:
Feb 7, 2005 to Apr 10, 2026
Feb 7, 2005 to Apr 10, 2026
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