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 Thursday, June 4th, 2026
1 Day
4,870.53
increased by 480.42
1 Week
3,961.64
decreased by 428.47
1 Month
4,291.29
decreased by 98.82
Analysis last updated: Thursday, June 4, 2026 at 06:31 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 | |
| 0.0521 | 18.43 | |
| 0.9307 | 636.14 | |
| 0.0345 | 6.02 |
Estimation Period:
Oct 11, 2005 to May 29, 2026
Oct 11, 2005 to May 29, 2026
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