Gecina 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 Thursday, June 4th, 2026
1 Day
695.63
increased by 168.98
1 Week
565.86
increased by 39.21
1 Month
578.34
increased by 51.69
Analysis last updated: Thursday, June 4, 2026 at 06:31 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5337 | 4.81 | |
| 0.0498 | 16.18 | |
| 0.9354 | 636.32 | |
| 0.0296 | 4.90 |
Estimation Period:
Jun 28, 1991 to May 29, 2026
Jun 28, 1991 to May 29, 2026
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