Sjova-Almennar Tryggingar hf 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, June 24th, 2026
1 Day
55,879.26
decreased by 337.27
1 Week
56,385.52
increased by 168.99
1 Month
59,188.17
increased by 2,971.64
Analysis last updated: Wednesday, June 24, 2026 at 06:39 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.18 | |
| 0.0122 | 0.06 | |
| 0.9939 | 29.83 | |
| -0.0122 | -0.05 |
Estimation Period:
Apr 11, 2014 to Jun 19, 2026
Apr 11, 2014 to Jun 19, 2026
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