Sildarvinnslan 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 Friday, June 26th, 2026
1 Day
3,699.99
increased by 1,423.79
1 Week
2,506.14
increased by 229.94
1 Month
2,774.02
increased by 497.82
Analysis last updated: Friday, June 26, 2026 at 08:00 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 5.65 | |
| 0.0598 | 2.06 | |
| 0.9457 | 228.22 | |
| -0.0110 | -0.36 |
Estimation Period:
Oct 22, 2003 to Jun 19, 2026
Oct 22, 2003 to Jun 19, 2026
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