SJF Bank A/S 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 Thursday, May 21st, 2026
1 Day
4,902.27
decreased by 267.92
1 Week
5,134.96
decreased by 35.23
1 Month
6,091.48
increased by 921.29
Analysis last updated: Thursday, May 21, 2026 at 06:42 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.07 | |
| 0.0344 | 15.96 | |
| 0.9472 | 557.51 | |
| 0.0368 | 6.70 |
Estimation Period:
Dec 3, 2015 to May 13, 2026
Dec 3, 2015 to May 13, 2026
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