Kofola Ceskoslovensko AS 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 21st, 2026
1 Day
5,496.37
increased by 112.02
1 Week
5,315.17
decreased by 69.18
1 Month
5,239.54
decreased by 144.81
Analysis last updated: Thursday, May 21, 2026 at 06:41 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.42 | |
| 0.0487 | 10.97 | |
| 0.9534 | 561.16 | |
| -0.0042 | -0.52 |
Estimation Period:
Dec 2, 2015 to May 15, 2026
Dec 2, 2015 to May 15, 2026
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