Oculis Holding AG 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, June 22nd, 2026
1 Day
5,517.15
increased by 4,839.55
1 Week
1,970.01
increased by 1,292.41
1 Month
868.02
increased by 190.42
Analysis last updated: Sunday, June 21, 2026 at 12:45 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.39 | |
| 0.1852 | 0.78 | |
| 0.8170 | 46.56 | |
| -0.0044 | -0.02 |
Estimation Period:
Apr 23, 2024 to Jun 19, 2026
Apr 23, 2024 to Jun 19, 2026
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