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 Thursday, June 4th, 2026
1 Day
108,839,400.00
decreased by 2,914,900.00
1 Week
79,507,964.00
decreased by 32,246,336.00
1 Month
65,498,947.39
decreased by 46,255,352.61
Analysis last updated: Thursday, June 4, 2026 at 06:33 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 | |
| 0.0144 | 5.05 | |
| 0.9739 | 368.91 | |
| 0.0233 | 4.64 |
Estimation Period:
Mar 28, 2006 to May 29, 2026
Mar 28, 2006 to May 29, 2026
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