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 Friday, June 26th, 2026
1 Day
5,399.62
decreased by 116.50
1 Week
5,485.39
decreased by 30.73
1 Month
5,367.39
decreased by 148.73
Analysis last updated: Friday, June 26, 2026 at 09:49 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 | |
| 0.0203 | 9.82 | |
| 0.9673 | 445.97 | |
| 0.0248 | 4.65 |
Estimation Period:
Nov 21, 1991 to Jun 19, 2026
Nov 21, 1991 to Jun 19, 2026
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