Grimoldi 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 Tuesday, May 26th, 2026
1 Day
6,203.76
decreased by 10.11
1 Week
6,284.53
increased by 70.66
1 Month
6,638.50
increased by 424.63
Analysis last updated: Saturday, May 23, 2026 at 05:46 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0054 | 2.47 | |
| 0.9787 | 342.90 | |
| 0.0319 | 7.09 |
Estimation Period:
Dec 11, 1995 to May 22, 2026
Dec 11, 1995 to May 22, 2026
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