Sparebanken More 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, July 7th, 2026
1 Day
5,450.13
increased by 783.57
1 Week
4,711.69
increased by 45.13
1 Month
4,688.15
increased by 21.59
Analysis last updated: Tuesday, July 7, 2026 at 08:00 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.62 | |
| 0.0367 | 18.46 | |
| 0.9654 | 777.89 | |
| -0.0041 | -1.38 |
Estimation Period:
May 30, 1994 to Jul 3, 2026
May 30, 1994 to Jul 3, 2026
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