VIB Vermoegen AG 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
84,252,680.00
decreased by 2,201,120.00
1 Week
85,977,253.33
decreased by 476,546.67
1 Month
89,341,402.94
increased by 2,887,602.94
Analysis last updated: Thursday, April 16, 2026 at 08:41 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.00 | |
| 0.0352 | 6.42 | |
| 0.9742 | 239.84 | |
| -0.0189 | -1.84 |
Estimation Period:
Mar 14, 2023 to Apr 2, 2026
Mar 14, 2023 to Apr 2, 2026
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