Oberbank 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 Tuesday, May 12th, 2026
1 Day
3,659.56
increased by 319.46
1 Week
3,271.85
decreased by 68.25
1 Month
2,943.12
decreased by 396.98
Analysis last updated: Tuesday, May 12, 2026 at 05:52 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.71 | |
| 0.0240 | 8.83 | |
| 0.9779 | 518.21 | |
| -0.0036 | -2.18 |
Estimation Period:
Jul 31, 1990 to May 8, 2026
Jul 31, 1990 to May 8, 2026
Other Oberbank AG Analyses
Other Asymmetric ILLIQ Analyses on International Equities