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, April 16th, 2026
1 Day
5,683.51
decreased by 169.82
1 Week
5,817.33
decreased by 36.00
1 Month
5,596.23
decreased by 257.10
Analysis last updated: Thursday, April 16, 2026 at 08:11 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.11 | |
| 0.0204 | 9.82 | |
| 0.9673 | 444.72 | |
| 0.0246 | 4.62 |
Estimation Period:
Nov 21, 1991 to Apr 10, 2026
Nov 21, 1991 to Apr 10, 2026
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