Longvie 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 8th, 2026
1 Day
9,191.58
increased by 6,094.22
1 Week
4,685.05
increased by 1,587.69
1 Month
4,683.00
increased by 1,585.64
Analysis last updated: Saturday, June 6, 2026 at 06:04 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.07 | |
| 0.0658 | 2.95 | |
| 0.8491 | 18.22 | |
| 0.1702 | 1.00 |
Estimation Period:
Dec 4, 1995 to Jun 5, 2026
Dec 4, 1995 to Jun 5, 2026
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