Mercialys 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 Friday, June 26th, 2026
1 Day
4,104.77
increased by 159.38
1 Week
4,129.38
increased by 183.99
1 Month
4,346.88
increased by 401.49
Analysis last updated: Friday, June 26, 2026 at 07:45 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.29 | |
| 0.0515 | 18.32 | |
| 0.9311 | 640.81 | |
| 0.0348 | 6.09 |
Estimation Period:
Oct 11, 2005 to Jun 19, 2026
Oct 11, 2005 to Jun 19, 2026
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