St Galler Kantonalbank AG 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
4,522.06
increased by 442.94
1 Week
4,230.03
increased by 150.91
1 Month
4,264.98
increased by 185.86
Analysis last updated: Sunday, May 24, 2026 at 02:04 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.25 | |
| 0.0510 | 19.79 | |
| 0.9338 | 635.23 | |
| 0.0304 | 4.68 |
Estimation Period:
Mar 30, 2001 to May 22, 2026
Mar 30, 2001 to May 22, 2026
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