Cofinimmo SA Spline 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
8,400.64
decreased by 147.53
1 Week
8,028.58
decreased by 519.59
1 Month
6,807.40
decreased by 1,740.77
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 | |
|---|---|---|
| 1.0210 | 2.22 | |
| 0.0569 | 2.22 | |
| 0.9431 | 36.89 | |
| -0.0084 | -0.35 |
Estimation Period:
Dec 27, 1994 to May 29, 2026
Dec 27, 1994 to May 29, 2026
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