LAMDA Development SA 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
6,613.06
increased by 1,102.13
1 Week
5,268.01
decreased by 242.92
1 Month
4,645.14
decreased by 865.79
Analysis last updated: Saturday, June 27, 2026 at 10:20 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.30 | |
| 0.0718 | 16.19 | |
| 0.8972 | 363.98 | |
| 0.0619 | 6.61 |
Estimation Period:
Nov 1, 1995 to Jun 26, 2026
Nov 1, 1995 to Jun 26, 2026
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