Neogrid Participacoes S.A. 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 25th, 2026
1 Day
3,247.34
decreased by 317.22
1 Week
4,013.31
increased by 448.75
1 Month
8,861.03
increased by 5,296.47
Analysis last updated: Sunday, May 24, 2026 at 01:37 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.70 | |
| 0.0841 | 13.19 | |
| 0.8729 | 255.45 | |
| 0.0861 | 9.52 |
Estimation Period:
Dec 17, 2020 to May 22, 2026
Dec 17, 2020 to May 22, 2026
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