Wereldhave Belgium NV 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, June 29th, 2026
1 Day
78,531.25
decreased by 144.65
1 Week
84,808.06
increased by 6,132.16
1 Month
95,750.15
increased by 17,074.25
Analysis last updated: Saturday, June 27, 2026 at 08:06 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.09 | |
| 0.0494 | 25.32 | |
| 0.9410 | 702.78 | |
| 0.0192 | 5.30 |
Estimation Period:
Jun 18, 1998 to Jun 26, 2026
Jun 18, 1998 to Jun 26, 2026
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