Vitura 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 29th, 2026
1 Day
95,325,130.00
decreased by 2,546,950.00
1 Week
100,072,402.00
increased by 2,200,322.00
1 Month
102,725,490.48
increased by 4,853,410.48
Analysis last updated: Saturday, June 27, 2026 at 09:37 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.01 | |
| 0.0149 | 5.11 | |
| 0.9740 | 370.33 | |
| 0.0222 | 4.40 |
Estimation Period:
Mar 28, 2006 to Jun 26, 2026
Mar 28, 2006 to Jun 26, 2026
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