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, April 16th, 2026
1 Day
70,120,580.00
increased by 10,580,750.00
1 Week
63,256,616.00
increased by 3,716,786.00
1 Month
69,602,063.81
increased by 10,062,233.81
Analysis last updated: Thursday, April 16, 2026 at 06:44 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 | |
| 0.0143 | 4.99 | |
| 0.9738 | 365.12 | |
| 0.0238 | 4.72 |
Estimation Period:
Mar 28, 2006 to Apr 10, 2026
Mar 28, 2006 to Apr 10, 2026
Other Vitura SA Analyses
Other Asymmetric ILLIQ Analyses on Real Estate