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 Thursday, April 16th, 2026
1 Day
33,529.63
decreased by 2,429.76
1 Week
34,222.91
decreased by 1,736.48
1 Month
26,544.23
decreased by 9,415.16
Analysis last updated: Thursday, April 16, 2026 at 07:33 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 | |
| 0.0510 | 18.23 | |
| 0.9077 | 602.30 | |
| 0.0827 | 14.35 |
Estimation Period:
Feb 10, 2005 to Apr 10, 2026
Feb 10, 2005 to Apr 10, 2026
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