Hedge Logistica Fundo de Investimento Imobiliario 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 Thursday, June 18th, 2026
1 Day
276,850.70
decreased by 20,394.90
1 Week
315,597.46
increased by 18,351.86
1 Month
274,651.15
decreased by 22,594.45
Analysis last updated: Thursday, June 18, 2026 at 09:15 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.02 | |
| 0.0000 | 0.00 | |
| 0.9314 | 219.20 | |
| 0.1373 | 6.37 |
Estimation Period:
May 5, 2020 to Jun 12, 2026
May 5, 2020 to Jun 12, 2026
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