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, June 16th, 2026
1 Day
6,161.52
decreased by 86.90
1 Week
6,329.63
increased by 81.21
1 Month
6,265.47
increased by 17.05
Analysis last updated: Saturday, June 13, 2026 at 06:11 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 | 2.48 | |
| 0.9787 | 343.99 | |
| 0.0319 | 7.11 |
Estimation Period:
Dec 11, 1995 to Jun 12, 2026
Dec 11, 1995 to Jun 12, 2026
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