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, April 20th, 2026
1 Day
3,283.16
decreased by 190.90
1 Week
3,803.52
increased by 329.46
1 Month
4,903.84
increased by 1,429.78
Analysis last updated: Saturday, April 18, 2026 at 05:54 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 | |
| 0.0659 | 2.94 | |
| 0.8490 | 18.17 | |
| 0.1703 | 1.00 |
Estimation Period:
Dec 4, 1995 to Apr 17, 2026
Dec 4, 1995 to Apr 17, 2026
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