Knorr-Bremse Aktie 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 Friday, May 29th, 2026
1 Day
3,974.64
increased by 1,970.59
1 Week
2,424.54
increased by 420.49
1 Month
2,366.30
increased by 362.25
Analysis last updated: Friday, May 29, 2026 at 08:32 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.54 | |
| 0.0974 | 14.83 | |
| 0.8929 | 289.24 | |
| 0.0193 | 1.76 |
Estimation Period:
Nov 1, 2018 to May 22, 2026
Nov 1, 2018 to May 22, 2026
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