Hedge Recebiveis FII 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
82,806.18
decreased by 2,639.32
1 Week
88,517.56
increased by 3,072.06
1 Month
99,547.56
increased by 14,102.06
Analysis last updated: Thursday, June 18, 2026 at 09:12 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 | |
| 0.0496 | 2.42 | |
| 0.9580 | 165.63 | |
| -0.0153 | -0.74 |
Estimation Period:
Jan 27, 2021 to Jun 12, 2026
Jan 27, 2021 to Jun 12, 2026
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