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 12th, 2026
1 Day
4,865.75
decreased by 209.58
1 Week
4,643.95
decreased by 431.38
1 Month
3,976.03
decreased by 1,099.30
Analysis last updated: Tuesday, May 12, 2026 at 08:50 PM 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 | |
| 0.9336 | 632.97 | |
| 0.0307 | 4.71 |
Estimation Period:
Mar 30, 2001 to May 8, 2026
Mar 30, 2001 to May 8, 2026
Other St Galler Kantonalbank AG Analyses
Other Asymmetric ILLIQ Analyses on International Equities