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 Friday, May 29th, 2026
1 Day
3,180.02
decreased by 231.10
1 Week
3,371.73
decreased by 39.39
1 Month
3,542.86
increased by 131.74
Analysis last updated: Friday, May 29, 2026 at 05:53 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.98 | |
| 0.0553 | 17.21 | |
| 0.9282 | 648.63 | |
| 0.0330 | 4.52 |
Estimation Period:
Nov 30, 1994 to May 22, 2026
Nov 30, 1994 to May 22, 2026
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