Cofinimmo SA 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 Monday, June 29th, 2026
1 Day
9,658.08
increased by 93.57
1 Week
9,480.41
decreased by 84.10
1 Month
8,919.57
decreased by 644.94
Analysis last updated: Saturday, June 27, 2026 at 08:06 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.94 | |
| 0.0410 | 15.60 | |
| 0.9464 | 727.99 | |
| 0.0252 | 4.97 |
Estimation Period:
Dec 27, 1994 to Jun 26, 2026
Dec 27, 1994 to Jun 26, 2026
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