OVS S.p.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, June 15th, 2026
1 Day
3,278.16
increased by 22.12
1 Week
3,328.63
increased by 72.59
1 Month
4,896.53
increased by 1,640.49
Analysis last updated: Saturday, June 13, 2026 at 11:08 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.79 | |
| 0.0630 | 16.67 | |
| 0.8954 | 441.97 | |
| 0.0831 | 9.58 |
Estimation Period:
Mar 2, 2015 to Jun 12, 2026
Mar 2, 2015 to Jun 12, 2026
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