Burkhalter Holding 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 Friday, April 24th, 2026
1 Day
4,053.39
decreased by 180.90
1 Week
4,421.19
increased by 186.90
1 Month
5,200.67
increased by 966.38
Analysis last updated: Friday, April 24, 2026 at 08:58 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.39 | |
| 0.0143 | 4.45 | |
| 0.9524 | 404.92 | |
| 0.0667 | 9.53 |
Estimation Period:
Aug 20, 2008 to Apr 17, 2026
Aug 20, 2008 to Apr 17, 2026
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