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 Thursday, April 9th, 2026
1 Day
6,154.71
increased by 2,719.79
1 Week
4,196.33
increased by 761.41
1 Month
3,055.79
decreased by 379.13
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 | |
|---|---|---|
| 0.5723 | 0.99 | |
| 0.1593 | 0.09 | |
| 0.8407 | 0.48 | |
| -0.8234 | -0.05 |
Estimation Period:
Mar 25, 2021 to Apr 2, 2026
Mar 25, 2021 to Apr 2, 2026
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