Vienna Insurance Group 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 18th, 2026
1 Day
3,659.01
increased by 662.47
1 Week
3,158.89
increased by 162.35
1 Month
3,244.71
increased by 248.17
Analysis last updated: Saturday, May 16, 2026 at 07:49 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.38 | |
| 0.0525 | 14.25 | |
| 0.9567 | 440.49 | |
| -0.0185 | -4.18 |
Estimation Period:
Feb 6, 2008 to May 15, 2026
Feb 6, 2008 to May 15, 2026
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