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 Wednesday, July 1st, 2026
1 Day
4,786.36
decreased by 334.37
1 Week
5,275.99
increased by 155.26
1 Month
5,386.44
increased by 265.71
Analysis last updated: Wednesday, July 1, 2026 at 09:02 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.26 | |
| 0.0511 | 19.83 | |
| 0.9337 | 637.36 | |
| 0.0303 | 4.65 |
Estimation Period:
Mar 30, 2001 to Jun 26, 2026
Mar 30, 2001 to Jun 26, 2026
Other St Galler Kantonalbank AG Analyses
Other Asymmetric ILLIQ Analyses on International Equities