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, May 14th, 2026
1 Day
5,941.05
increased by 36.51
1 Week
5,324.22
decreased by 580.32
1 Month
4,525.12
decreased by 1,379.42
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 | |
|---|---|---|
| 1.0067 | 2.07 | |
| 0.0585 | 0.63 | |
| 0.9415 | 10.21 | |
| -0.0281 | -0.18 | |
| 0.0417 | 0.24 |
Estimation Period:
Dec 27, 1994 to May 8, 2026
Dec 27, 1994 to May 8, 2026
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