Vimedimex Medi Pharma Jsc 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
1,708.23
increased by 846.37
1 Week
1,087.36
increased by 225.50
1 Month
1,029.00
increased by 167.14
Analysis last updated: Tuesday, June 23, 2026 at 08:24 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1060 | 5.92 | |
| 0.0252 | 4.77 | |
| 0.9735 | 371.27 | |
| 0.0027 | 0.30 |
Estimation Period:
Aug 9, 2011 to Jun 19, 2026
Aug 9, 2011 to Jun 19, 2026
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