Filtisac 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 1st, 2026
1 Day
2,646.53
decreased by 15.69
1 Week
2,500.54
decreased by 161.68
1 Month
2,197.64
decreased by 464.58
Analysis last updated: Wednesday, April 1, 2026 at 07:42 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.88 | |
| 0.0012 | 2.85 | |
| 0.9768 | 729.50 | |
| 0.0441 | 11.16 |
Estimation Period:
Mar 17, 2006 to Mar 27, 2026
Mar 17, 2006 to Mar 27, 2026
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