Friedrich Vorwerk Group Se 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 Monday, May 25th, 2026
1 Day
9,626.44
decreased by 532.40
1 Week
9,891.96
decreased by 266.88
1 Month
8,747.33
decreased by 1,411.51
Analysis last updated: Saturday, May 23, 2026 at 08:22 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.21 | |
| 0.0737 | 12.09 | |
| 0.8822 | 285.70 | |
| 0.0882 | 6.77 |
Estimation Period:
Mar 25, 2021 to May 22, 2026
Mar 25, 2021 to May 22, 2026
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