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, June 4th, 2026
1 Day
5,163.29
increased by 6.76
1 Week
5,171.58
increased by 15.05
1 Month
5,597.48
increased by 440.95
Analysis last updated: Thursday, June 4, 2026 at 07:53 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 | 445.76 | |
| 0.0248 | 4.65 |
Estimation Period:
Nov 21, 1991 to May 29, 2026
Nov 21, 1991 to May 29, 2026
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