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 Thursday, April 9th, 2026
1 Day
5,161.68
increased by 1,022.80
1 Week
4,494.44
increased by 355.56
1 Month
3,998.34
decreased by 140.54
Analysis last updated: Thursday, April 9, 2026 at 06:58 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.20 | |
| 0.0737 | 12.03 | |
| 0.8821 | 280.21 | |
| 0.0884 | 6.73 |
Estimation Period:
Mar 25, 2021 to Apr 2, 2026
Mar 25, 2021 to Apr 2, 2026
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