Peoples Financial Services Corp 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
5,105.92
decreased by 129.94
1 Week
5,427.04
increased by 191.18
1 Month
4,904.27
decreased by 331.59
Analysis last updated: Friday, June 12, 2026 at 11:24 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.41 | |
| 0.0668 | 26.35 | |
| 0.9324 | 652.96 | |
| 0.0016 | 0.36 |
Estimation Period:
Jun 19, 2002 to Jun 12, 2026
Jun 19, 2002 to Jun 12, 2026
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