Marcopolo 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 Thursday, May 21st, 2026
1 Day
5,693.86
increased by 474.45
1 Week
5,150.05
decreased by 69.36
1 Month
4,131.88
decreased by 1,087.53
Analysis last updated: Thursday, May 21, 2026 at 09:09 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.48 | |
| 0.0657 | 13.07 | |
| 0.9249 | 297.29 | |
| 0.0188 | 2.81 |
Estimation Period:
Apr 18, 1996 to May 15, 2026
Apr 18, 1996 to May 15, 2026
Other Marcopolo Sa Analyses
Other Asymmetric ILLIQ Analyses on International Equities