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, May 14th, 2026
1 Day
62,796,480.00
decreased by 1,142,930.00
1 Week
63,062,698.00
decreased by 876,712.00
1 Month
65,202,479.05
increased by 1,263,069.05
Analysis last updated: Thursday, May 14, 2026 at 06:46 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 | |
| 0.0145 | 5.06 | |
| 0.9739 | 368.20 | |
| 0.0232 | 4.60 |
Estimation Period:
Mar 28, 2006 to May 8, 2026
Mar 28, 2006 to May 8, 2026
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