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, June 4th, 2026
1 Day
90,995.33
decreased by 4,225.08
1 Week
96,234.67
increased by 1,014.26
1 Month
88,934.65
decreased by 6,285.76
Analysis last updated: Thursday, June 4, 2026 at 05:55 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 | 25.30 | |
| 0.9410 | 701.69 | |
| 0.0192 | 5.28 |
Estimation Period:
Jun 18, 1998 to May 29, 2026
Jun 18, 1998 to May 29, 2026
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