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, April 16th, 2026
1 Day
4,646.12
decreased by 324.17
1 Week
5,008.91
increased by 38.62
1 Month
5,064.35
increased by 94.06
Analysis last updated: Thursday, April 16, 2026 at 06:40 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 | |
| 0.0525 | 18.50 | |
| 0.9305 | 633.89 | |
| 0.0339 | 5.89 |
Estimation Period:
Oct 11, 2005 to Apr 10, 2026
Oct 11, 2005 to Apr 10, 2026
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