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, May 14th, 2026
1 Day
4,416.85
decreased by 180.08
1 Week
4,739.31
increased by 142.38
1 Month
4,174.92
decreased by 422.01
Analysis last updated: Thursday, May 14, 2026 at 06:45 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 | |
| 0.0519 | 18.38 | |
| 0.9308 | 637.57 | |
| 0.0346 | 6.03 |
Estimation Period:
Oct 11, 2005 to May 8, 2026
Oct 11, 2005 to May 8, 2026
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