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, June 26th, 2026
1 Day
5,291.88
decreased by 166.00
1 Week
5,407.22
decreased by 50.66
1 Month
5,086.08
decreased by 371.80
Analysis last updated: Friday, June 26, 2026 at 10:02 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.61 | |
| 0.0178 | 9.52 | |
| 0.9679 | 580.99 | |
| 0.0284 | 7.92 |
Estimation Period:
Jan 29, 2008 to Jun 19, 2026
Jan 29, 2008 to Jun 19, 2026
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