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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 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

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