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, April 20th, 2026
1 Day
2,768.80
increased by 24.89
1 Week
2,731.93
decreased by 11.98
1 Month
2,934.40
increased by 190.49
Analysis last updated: Saturday, April 18, 2026 at 06:13 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.97 | |
| 0.0553 | 17.18 | |
| 0.9281 | 647.69 | |
| 0.0331 | 4.53 |
Estimation Period:
Nov 30, 1994 to Apr 17, 2026
Nov 30, 1994 to Apr 17, 2026
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