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, April 10th, 2026
1 Day
5,059.46
increased by 2,851.22
1 Week
3,191.14
increased by 982.90
1 Month
3,010.91
increased by 802.67
Analysis last updated: Friday, April 10, 2026 at 07:08 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.78 | |
| 0.0592 | 1.89 | |
| 0.9452 | 212.54 | |
| -0.0088 | -0.27 |
Estimation Period:
Oct 22, 2003 to Apr 1, 2026
Oct 22, 2003 to Apr 1, 2026
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