Sumou Real Estate Company 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, June 9th, 2026
1 Day
6,025.84
decreased by 1,268.57
1 Week
6,929.19
decreased by 365.22
1 Month
5,562.31
decreased by 1,732.10
Analysis last updated: Tuesday, June 9, 2026 at 08:44 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.06 | |
| 0.1269 | 14.96 | |
| 0.8191 | 184.81 | |
| 0.1080 | 8.75 |
Estimation Period:
May 11, 2020 to Jun 4, 2026
May 11, 2020 to Jun 4, 2026
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