Friedrich Vorwerk Group Se Spline 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
9,871.43
decreased by 64.91
1 Week
9,678.20
decreased by 258.14
1 Month
9,237.38
decreased by 698.96
Analysis last updated: Saturday, May 23, 2026 at 08:23 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4892 | 0.01 | |
| 0.1674 | 0.00 | |
| 0.8326 | 0.01 | |
| -1.7363 | 0.00 | |
| 1.9320 | 0.00 |
Estimation Period:
Mar 25, 2021 to May 22, 2026
Mar 25, 2021 to May 22, 2026
Other Friedrich Vorwerk Group Se Analyses
Other Spline ILLIQ Analyses on International Equities