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 Thursday, April 16th, 2026
1 Day
59,156.09
increased by 207.60
1 Week
54,534.17
decreased by 4,414.32
1 Month
57,364.62
decreased by 1,583.87
Analysis last updated: Thursday, April 16, 2026 at 06:04 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 | |
| 0.0498 | 25.34 | |
| 0.9410 | 699.60 | |
| 0.0185 | 5.08 |
Estimation Period:
Jun 18, 1998 to Apr 10, 2026
Jun 18, 1998 to Apr 10, 2026
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