Imiter Ste Metallurgique 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, April 29th, 2026
1 Day
5,809.60
decreased by 32.06
1 Week
5,393.04
decreased by 448.62
1 Month
6,932.86
increased by 1,091.20
Analysis last updated: Wednesday, April 29, 2026 at 09:10 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.14 | |
| 0.0422 | 13.98 | |
| 0.9503 | 373.85 | |
| 0.0149 | 3.09 |
Estimation Period:
Jun 20, 1997 to Apr 24, 2026
Jun 20, 1997 to Apr 24, 2026
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