Warehouses De Pauw CVA 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, May 14th, 2026
1 Day
1,178.93
decreased by 28.59
1 Week
1,202.07
decreased by 5.45
1 Month
1,228.33
increased by 20.81
Analysis last updated: Thursday, May 14, 2026 at 06:02 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3049 | 1.85 | |
| 0.0388 | 11.93 | |
| 0.9597 | 469.27 | |
| 0.0031 | 0.74 |
Estimation Period:
Jun 25, 1999 to May 8, 2026
Jun 25, 1999 to May 8, 2026
Other Warehouses De Pauw CVA Analyses
Other Asymmetric ILLIQ Analyses on Real Estate