Forbo Holding AG 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, May 22nd, 2026
1 Day
4,902.50
decreased by 375.59
1 Week
5,499.31
increased by 221.22
1 Month
6,072.43
increased by 794.34
Analysis last updated: Saturday, May 23, 2026 at 04:25 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.57 | |
| 0.0765 | 31.08 | |
| 0.8979 | 628.80 | |
| 0.0511 | 10.61 |
Estimation Period:
Apr 23, 1990 to May 15, 2026
Apr 23, 1990 to May 15, 2026
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