Juventus Football Club S.p.A. 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, April 20th, 2026
1 Day
8,011.83
decreased by 682.90
1 Week
8,965.68
increased by 270.95
1 Month
11,194.92
increased by 2,500.19
Analysis last updated: Saturday, April 18, 2026 at 11:28 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9431 | 5.99 | |
| 0.0619 | 24.53 | |
| 0.8811 | 375.11 | |
| 0.1140 | 35.60 |
Estimation Period:
Dec 19, 2001 to Apr 17, 2026
Dec 19, 2001 to Apr 17, 2026
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