AXA Mansard Insurance PLC 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 Wednesday, June 24th, 2026
1 Day
1,135.17
increased by 3.44
1 Week
1,116.80
decreased by 14.93
1 Month
970.16
decreased by 161.57
Analysis last updated: Wednesday, June 24, 2026 at 07:42 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9170 | 0.89 | |
| 0.0140 | 7.53 | |
| 0.9747 | 821.86 | |
| 0.0225 | 7.04 |
Estimation Period:
May 20, 2010 to Jun 19, 2026
May 20, 2010 to Jun 19, 2026
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