Asml Holding Nv 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 Wednesday, June 10th, 2026
1 Day
3,208.66
decreased by 309.59
1 Week
3,633.55
increased by 115.30
1 Month
5,172.49
increased by 1,654.24
Analysis last updated: Wednesday, June 10, 2026 at 07:28 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.33 | |
| 0.0700 | 15.51 | |
| 0.8906 | 193.61 | |
| 0.0787 | 5.02 |
Estimation Period:
Aug 9, 2016 to Jun 5, 2026
Aug 9, 2016 to Jun 5, 2026
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