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 Monday, June 29th, 2026
1 Day
11,048.27
increased by 241.21
1 Week
10,578.68
decreased by 228.38
1 Month
9,679.39
decreased by 1,127.67
Analysis last updated: Saturday, June 27, 2026 at 08:07 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0150 | 1.89 | |
| 0.0600 | 0.19 | |
| 0.9400 | 2.91 | |
| -0.0305 | -0.06 | |
| 0.0464 | 0.08 |
Estimation Period:
Dec 27, 1994 to Jun 26, 2026
Dec 27, 1994 to Jun 26, 2026
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