Operadora De Sites Mexicanos 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
4,019.26
increased by 1,250.48
1 Week
2,947.96
increased by 179.18
1 Month
2,846.20
increased by 77.42
Analysis last updated: Tuesday, May 26, 2026 at 08:15 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.25 | |
| 0.0860 | 11.61 | |
| 0.9242 | 310.34 | |
| -0.0205 | -1.83 |
Estimation Period:
Mar 15, 2022 to May 22, 2026
Mar 15, 2022 to May 22, 2026
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