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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

Date Range:

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graph of Warehouses De Pauw CVA ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time