Svenska Cellulosa AB SCA 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, June 16th, 2026
1 Day
6,250.10
decreased by 195.65
1 Week
5,776.85
decreased by 668.90
1 Month
6,009.31
decreased by 436.44
Analysis last updated: Tuesday, June 16, 2026 at 08:52 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.31 | |
| 0.0461 | 21.56 | |
| 0.9490 | 625.96 | |
| 0.0099 | 3.06 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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