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, April 16th, 2026
1 Day
4,112.55
increased by 253.43
1 Week
3,851.78
decreased by 7.34
1 Month
2,968.29
decreased by 890.83
Analysis last updated: Thursday, April 16, 2026 at 06:01 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0188 | 2.26 | |
| 0.0558 | 7.95 | |
| 0.9442 | 134.92 | |
| -0.0083 | -0.70 |
Estimation Period:
Dec 27, 1994 to Apr 10, 2026
Dec 27, 1994 to Apr 10, 2026
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