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, May 14th, 2026
1 Day
593.23
decreased by 16.58
1 Week
597.80
decreased by 12.01
1 Month
653.86
increased by 44.05
Analysis last updated: Thursday, May 14, 2026 at 06:51 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5865 | 4.87 | |
| 0.0498 | 16.17 | |
| 0.9354 | 636.31 | |
| 0.0296 | 4.90 |
Estimation Period:
Jun 28, 1991 to May 8, 2026
Jun 28, 1991 to May 8, 2026
Other Gecina SA Analyses
Other Asymmetric ILLIQ Analyses on Real Estate