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, April 16th, 2026
1 Day
752.49
increased by 5.46
1 Week
763.70
increased by 16.67
1 Month
773.35
increased by 26.32
Analysis last updated: Thursday, April 16, 2026 at 06:43 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6504 | 4.97 | |
| 0.0498 | 16.17 | |
| 0.9354 | 636.32 | |
| 0.0296 | 4.89 |
Estimation Period:
Jun 28, 1991 to Apr 10, 2026
Jun 28, 1991 to Apr 10, 2026
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