Immobiliare Grande Distribuzione SIIQ SpA 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 Friday, June 26th, 2026
1 Day
46,433.61
decreased by 2,636.36
1 Week
49,176.48
increased by 106.51
1 Month
48,842.89
decreased by 227.08
Analysis last updated: Friday, June 26, 2026 at 09:20 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.32 | |
| 0.0505 | 18.39 | |
| 0.9081 | 609.06 | |
| 0.0828 | 14.57 |
Estimation Period:
Feb 10, 2005 to Jun 19, 2026
Feb 10, 2005 to Jun 19, 2026
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