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 Wednesday, June 3rd, 2026
1 Day
8,843.49
increased by 1,371.26
1 Week
7,454.48
decreased by 17.75
1 Month
9,375.18
increased by 1,902.95
Analysis last updated: Wednesday, June 3, 2026 at 08:54 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 | |
| 0.0485 | 11.11 | |
| 0.9290 | 351.91 | |
| 0.0450 | 3.58 |
Estimation Period:
Sep 8, 2006 to May 29, 2026
Sep 8, 2006 to May 29, 2026
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