Alfen N.V. 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, June 12th, 2026
1 Day
6,346.19
decreased by 573.69
1 Week
6,012.57
decreased by 907.31
1 Month
5,835.70
decreased by 1,084.18
Analysis last updated: Friday, June 12, 2026 at 09:44 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.54 | |
| 0.0721 | 14.61 | |
| 0.8984 | 352.05 | |
| 0.0590 | 8.00 |
Estimation Period:
Mar 22, 2018 to Jun 5, 2026
Mar 22, 2018 to Jun 5, 2026
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