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 Monday, June 29th, 2026
1 Day
43,169.73
decreased by 3,231.82
1 Week
47,650.52
increased by 1,248.97
1 Month
51,047.21
increased by 4,645.66
Analysis last updated: Saturday, June 27, 2026 at 11:04 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 | |
| 0.0508 | 18.46 | |
| 0.9080 | 608.15 | |
| 0.0825 | 14.52 |
Estimation Period:
Feb 10, 2005 to Jun 26, 2026
Feb 10, 2005 to Jun 26, 2026
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