Plural Logistica Fii Classe Un 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 Tuesday, June 16th, 2026
1 Day
1,465,331.00
decreased by 80,636.00
1 Week
1,625,132.20
increased by 79,165.20
1 Month
1,307,656.11
decreased by 238,310.89
Analysis last updated: Tuesday, June 16, 2026 at 09:38 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.01 | |
| 0.0479 | 4.89 | |
| 0.9478 | 101.92 | |
| 0.0085 | 0.30 |
Estimation Period:
Mar 17, 2021 to Jun 12, 2026
Mar 17, 2021 to Jun 12, 2026
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