Nilfisk Hldg A/S 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
8,540.92
increased by 7,124.14
1 Week
2,877.81
increased by 1,461.03
1 Month
1,823.50
increased by 406.72
Analysis last updated: Wednesday, April 1, 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 | 1.75 | |
| 0.1246 | 20.75 | |
| 0.8608 | 287.02 | |
| 0.0293 | 2.39 |
Estimation Period:
Oct 11, 2017 to Mar 27, 2026
Oct 11, 2017 to Mar 27, 2026
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