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 Monday, June 29th, 2026
1 Day
4,374.68
increased by 269.30
1 Week
4,138.22
increased by 32.84
1 Month
4,431.78
increased by 326.40
Analysis last updated: Saturday, June 27, 2026 at 10:18 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 | |
| 0.0514 | 18.32 | |
| 0.9312 | 641.29 | |
| 0.0349 | 6.10 |
Estimation Period:
Oct 11, 2005 to Jun 26, 2026
Oct 11, 2005 to Jun 26, 2026
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