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, May 14th, 2026
1 Day
5,537.49
increased by 140.07
1 Week
4,880.83
decreased by 516.59
1 Month
4,199.54
decreased by 1,197.88
Analysis last updated: Thursday, May 14, 2026 at 05:59 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.9443 | 4.91 | |
| 0.0393 | 15.12 | |
| 0.9478 | 735.87 | |
| 0.0258 | 5.19 |
Estimation Period:
Dec 27, 1994 to May 8, 2026
Dec 27, 1994 to May 8, 2026
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