Totalenergies Se 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 Thursday, April 2nd, 2026
1 Day
4,883.69
increased by 486.83
1 Week
4,697.59
increased by 300.73
1 Month
5,544.92
increased by 1,148.06
Analysis last updated: Thursday, April 2, 2026 at 06:45 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.91 | |
| 0.0695 | 15.99 | |
| 0.9041 | 341.16 | |
| 0.0528 | 7.70 |
Estimation Period:
Jan 10, 2013 to Mar 27, 2026
Jan 10, 2013 to Mar 27, 2026
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