Heba Fastighets AB 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
4,890.52
increased by 477.66
1 Week
4,398.35
decreased by 14.51
1 Month
4,523.65
increased by 110.79
Analysis last updated: Thursday, May 14, 2026 at 08:51 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0671 | 3.17 | |
| 0.0283 | 22.85 | |
| 0.9731 | 1,022.15 | |
| -0.0028 | -1.59 |
Estimation Period:
Jun 30, 1994 to May 8, 2026
Jun 30, 1994 to May 8, 2026
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