Hella GmbH & Co KGaA 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 Wednesday, April 1st, 2026
1 Day
6,452.50
increased by 339.45
1 Week
6,066.92
decreased by 46.13
1 Month
9,553.67
increased by 3,440.62
Analysis last updated: Wednesday, April 1, 2026 at 06:51 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.73 | |
| 0.0819 | 20.89 | |
| 0.9054 | 355.63 | |
| 0.0253 | 3.62 |
Estimation Period:
Nov 11, 2014 to Mar 27, 2026
Nov 11, 2014 to Mar 27, 2026
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