Fermenta Biotech Ltd 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 Friday, May 29th, 2026
1 Day
5,199.79
decreased by 302.30
1 Week
5,593.25
increased by 91.16
1 Month
6,533.21
increased by 1,031.12
Analysis last updated: Thursday, May 28, 2026 at 10:44 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.08 | |
| 0.0895 | 4.45 | |
| 0.8572 | 119.25 | |
| 0.1066 | 3.09 |
Estimation Period:
Mar 25, 2010 to May 27, 2026
Mar 25, 2010 to May 27, 2026
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