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 Monday, June 29th, 2026
1 Day
709.60
decreased by 8.22
1 Week
697.46
decreased by 20.36
1 Month
664.50
decreased by 53.32
Analysis last updated: Saturday, June 27, 2026 at 09:44 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6092 | 4.94 | |
| 0.0497 | 16.17 | |
| 0.9354 | 637.22 | |
| 0.0297 | 4.92 |
Estimation Period:
Jun 28, 1991 to Jun 26, 2026
Jun 28, 1991 to Jun 26, 2026
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