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, June 4th, 2026
1 Day
1,255.26
increased by 45.98
1 Week
1,217.97
increased by 8.69
1 Month
1,235.43
increased by 26.15
Analysis last updated: Thursday, June 4, 2026 at 05:54 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2581 | 1.80 | |
| 0.0388 | 11.94 | |
| 0.9597 | 469.98 | |
| 0.0031 | 0.74 |
Estimation Period:
Jun 25, 1999 to May 29, 2026
Jun 25, 1999 to May 29, 2026
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