FII Vida Nova 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, July 1st, 2026
1 Day
54,227,980.00
increased by 2,180,070.00
1 Week
53,533,674.00
increased by 1,485,764.00
1 Month
36,911,717.14
decreased by 15,136,192.86
Analysis last updated: Wednesday, July 1, 2026 at 09:02 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.00 | |
| 0.0244 | 4.49 | |
| 0.9199 | 163.46 | |
| 0.1113 | 12.14 |
Estimation Period:
Jun 4, 2015 to Jun 26, 2026
Jun 4, 2015 to Jun 26, 2026
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