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, June 4th, 2026
1 Day
40,101.03
decreased by 628.76
1 Week
34,662.52
decreased by 6,067.27
1 Month
40,419.45
decreased by 310.34
Analysis last updated: Thursday, June 4, 2026 at 07:28 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 | |
| 0.0506 | 18.38 | |
| 0.9078 | 606.41 | |
| 0.0832 | 14.55 |
Estimation Period:
Feb 10, 2005 to May 29, 2026
Feb 10, 2005 to May 29, 2026
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