Motor Oil Corinth Refineries 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 Tuesday, June 2nd, 2026
1 Day
1,537.44
decreased by 3,167.44
1 Week
6,989.04
increased by 2,284.16
1 Month
5,248.34
increased by 543.46
Analysis last updated: Saturday, May 30, 2026 at 09:11 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.04 | |
| 1.1855 | 0.11 | |
| 0.3210 | 0.36 | |
| -1.0131 | -0.09 |
Estimation Period:
Mar 12, 2002 to May 29, 2026
Mar 12, 2002 to May 29, 2026
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