Warehouses De Pauw CVA 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
1,290.12
decreased by 22.96
1 Week
1,298.89
decreased by 14.19
1 Month
1,291.22
decreased by 21.86
Analysis last updated: Thursday, April 16, 2026 at 06:03 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4019 | 1.95 | |
| 0.0389 | 11.92 | |
| 0.9595 | 467.62 | |
| 0.0030 | 0.73 |
Estimation Period:
Jun 25, 1999 to Apr 10, 2026
Jun 25, 1999 to Apr 10, 2026
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