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, May 14th, 2026
1 Day
47,615.22
increased by 79.72
1 Week
45,334.75
decreased by 2,200.75
1 Month
37,947.64
decreased by 9,587.86
Analysis last updated: Thursday, May 14, 2026 at 07:49 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 | 18.40 | |
| 0.9078 | 606.00 | |
| 0.0828 | 14.46 |
Estimation Period:
Feb 10, 2005 to May 8, 2026
Feb 10, 2005 to May 8, 2026
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