Solar 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 Monday, June 22nd, 2026
1 Day
5,103.28
decreased by 132.04
1 Week
5,275.72
increased by 40.40
1 Month
5,751.19
increased by 515.87
Analysis last updated: Saturday, June 20, 2026 at 11:48 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.28 | |
| 0.0325 | 9.89 | |
| 0.9392 | 424.97 | |
| 0.0567 | 10.90 |
Estimation Period:
Jan 11, 1990 to Jun 19, 2026
Jan 11, 1990 to Jun 19, 2026
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