Financiere de Tubize SA 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 Monday, June 8th, 2026
1 Day
2,592.36
decreased by 80.62
1 Week
2,739.37
increased by 66.39
1 Month
3,214.70
increased by 541.72
Analysis last updated: Saturday, June 6, 2026 at 06:33 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.99 | |
| 0.0553 | 17.17 | |
| 0.9282 | 648.62 | |
| 0.0331 | 4.53 |
Estimation Period:
Nov 30, 1994 to Jun 5, 2026
Nov 30, 1994 to Jun 5, 2026
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