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 Thursday, April 16th, 2026
1 Day
3,874.84
increased by 138.81
1 Week
3,704.26
decreased by 31.77
1 Month
3,079.73
decreased by 656.30
Analysis last updated: Thursday, April 16, 2026 at 06:01 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8878 | 4.86 | |
| 0.0392 | 15.04 | |
| 0.9480 | 734.85 | |
| 0.0258 | 5.20 |
Estimation Period:
Dec 27, 1994 to Apr 10, 2026
Dec 27, 1994 to Apr 10, 2026
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