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 5th, 2026
1 Day
7,196.25
increased by 677.67
1 Week
6,739.74
increased by 221.16
1 Month
7,247.45
increased by 728.87
Analysis last updated: Tuesday, May 5, 2026 at 05:53 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 | |
| 0.9786 | 341.71 | |
| 0.0319 | 7.08 |
Estimation Period:
Dec 11, 1995 to Apr 30, 2026
Dec 11, 1995 to Apr 30, 2026
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