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, May 25th, 2026
1 Day
9,137.18
decreased by 1,232.80
1 Week
8,798.81
decreased by 1,571.17
1 Month
7,211.72
decreased by 3,158.26
Analysis last updated: Saturday, May 23, 2026 at 09:57 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9508 | 6.03 | |
| 0.0620 | 24.76 | |
| 0.8809 | 377.76 | |
| 0.1141 | 35.59 |
Estimation Period:
Dec 19, 2001 to May 22, 2026
Dec 19, 2001 to May 22, 2026
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