S.N.T.G.N. Transgaz 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, May 29th, 2026
1 Day
4,926.87
increased by 469.14
1 Week
4,463.07
increased by 5.34
1 Month
5,045.47
increased by 587.74
Analysis last updated: Friday, May 29, 2026 at 08:12 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.59 | |
| 0.0178 | 9.48 | |
| 0.9678 | 572.31 | |
| 0.0288 | 8.02 |
Estimation Period:
Jan 29, 2008 to May 22, 2026
Jan 29, 2008 to May 22, 2026
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