C.N. Transelectrica S.A. 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
9,818.14
increased by 773.75
1 Week
9,359.64
increased by 315.25
1 Month
7,895.28
decreased by 1,149.11
Analysis last updated: Friday, June 26, 2026 at 09:57 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.18 | |
| 0.0483 | 11.11 | |
| 0.9293 | 353.07 | |
| 0.0449 | 3.58 |
Estimation Period:
Sep 8, 2006 to Jun 19, 2026
Sep 8, 2006 to Jun 19, 2026
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