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 Wednesday, July 1st, 2026
1 Day
5,236.53
decreased by 625.37
1 Week
5,109.66
decreased by 752.24
1 Month
5,563.20
decreased by 298.70
Analysis last updated: Wednesday, July 1, 2026 at 08:31 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 | |
| 0.1266 | 14.99 | |
| 0.8202 | 186.32 | |
| 0.1064 | 8.68 |
Estimation Period:
May 11, 2020 to Jun 25, 2026
May 11, 2020 to Jun 25, 2026
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