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 Monday, June 8th, 2026
1 Day
26,765,980.00
decreased by 1,382,170.00
1 Week
25,274,312.50
decreased by 2,873,837.50
1 Month
17,881,137.00
decreased by 10,267,013.00
Analysis last updated: Sunday, June 7, 2026 at 02:59 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.00 | |
| 0.0242 | 4.47 | |
| 0.9203 | 163.91 | |
| 0.1108 | 11.90 |
Estimation Period:
Jun 4, 2015 to Jun 5, 2026
Jun 4, 2015 to Jun 5, 2026
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