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, May 14th, 2026
1 Day
81,953.88
increased by 13,527.08
1 Week
73,210.25
increased by 4,783.45
1 Month
73,584.34
increased by 5,157.54
Analysis last updated: Thursday, May 14, 2026 at 06:01 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 | |
| 0.0499 | 25.38 | |
| 0.9410 | 702.24 | |
| 0.0183 | 5.03 |
Estimation Period:
Jun 18, 1998 to May 8, 2026
Jun 18, 1998 to May 8, 2026
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