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 Tuesday, June 9th, 2026
1 Day
4,027.04
increased by 1,153.94
1 Week
2,872.85
decreased by 0.25
1 Month
2,626.61
decreased by 246.49
Analysis last updated: Tuesday, June 9, 2026 at 08:38 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 | |
| 0.0954 | 0.72 | |
| 0.7222 | 3.84 | |
| 0.3648 | 0.39 |
Estimation Period:
May 19, 2008 to Jun 5, 2026
May 19, 2008 to Jun 5, 2026
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