Vestum Ab (Publ) 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, May 20th, 2026
1 Day
2,568.99
increased by 373.51
1 Week
1,974.69
decreased by 220.79
1 Month
3,627.57
increased by 1,432.09
Analysis last updated: Wednesday, May 20, 2026 at 08:25 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.02 | |
| 0.0953 | 0.72 | |
| 0.7222 | 3.84 | |
| 0.3649 | 0.39 |
Estimation Period:
May 19, 2008 to May 15, 2026
May 19, 2008 to May 15, 2026
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