Metrovacesa 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, May 18th, 2026
1 Day
4,791.44
increased by 321.15
1 Week
4,812.57
increased by 342.28
1 Month
5,960.86
increased by 1,490.57
Analysis last updated: Sunday, May 17, 2026 at 01:10 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.31 | |
| 0.1226 | 19.59 | |
| 0.8673 | 318.03 | |
| 0.0203 | 2.10 |
Estimation Period:
Feb 6, 2018 to May 15, 2026
Feb 6, 2018 to May 15, 2026
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