Eurocommercial Properties NV 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
5,759.91
increased by 0.28
1 Week
5,812.86
increased by 53.23
1 Month
5,586.63
decreased by 173.00
Analysis last updated: Thursday, May 14, 2026 at 08:27 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.10 | |
| 0.0204 | 9.82 | |
| 0.9673 | 445.55 | |
| 0.0247 | 4.64 |
Estimation Period:
Nov 21, 1991 to May 8, 2026
Nov 21, 1991 to May 8, 2026
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