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 Tuesday, June 23rd, 2026
1 Day
3,536.80
increased by 225.25
1 Week
3,527.21
increased by 215.66
1 Month
3,054.89
decreased by 256.66
Analysis last updated: Tuesday, June 23, 2026 at 05:51 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.01 | |
| 0.0554 | 17.28 | |
| 0.9283 | 649.61 | |
| 0.0327 | 4.49 |
Estimation Period:
Nov 30, 1994 to Jun 19, 2026
Nov 30, 1994 to Jun 19, 2026
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