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, June 4th, 2026
1 Day
8,737.46
decreased by 72.25
1 Week
8,087.91
decreased by 721.80
1 Month
6,689.93
decreased by 2,119.78
Analysis last updated: Thursday, June 4, 2026 at 05:55 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.93 | |
| 0.0405 | 15.43 | |
| 0.9468 | 728.85 | |
| 0.0255 | 5.05 |
Estimation Period:
Dec 27, 1994 to May 29, 2026
Dec 27, 1994 to May 29, 2026
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