Obrascon Huarte Lain 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 Tuesday, May 26th, 2026
1 Day
5,391.15
decreased by 15.86
1 Week
5,654.66
increased by 247.65
1 Month
4,339.09
decreased by 1,067.92
Analysis last updated: Tuesday, May 26, 2026 at 08:31 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.56 | |
| 0.0708 | 27.61 | |
| 0.8977 | 523.43 | |
| 0.0631 | 17.00 |
Estimation Period:
May 18, 1993 to May 22, 2026
May 18, 1993 to May 22, 2026
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