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 Monday, June 29th, 2026
1 Day
1,053.56
increased by 5.48
1 Week
1,053.56
increased by 5.48
1 Month
1,174.35
increased by 126.27
Analysis last updated: Saturday, June 27, 2026 at 08:09 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1082 | 1.61 | |
| 0.0388 | 11.95 | |
| 0.9597 | 470.68 | |
| 0.0030 | 0.72 |
Estimation Period:
Jun 25, 1999 to Jun 26, 2026
Jun 25, 1999 to Jun 26, 2026
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