Wereldhave 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 Friday, June 26th, 2026
1 Day
5,046.82
increased by 292.51
1 Week
4,808.50
increased by 54.19
1 Month
4,967.68
increased by 213.37
Analysis last updated: Friday, June 26, 2026 at 09:55 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6491 | 5.32 | |
| 0.0372 | 18.03 | |
| 0.9454 | 650.69 | |
| 0.0346 | 8.47 |
Estimation Period:
Jan 1, 1990 to Jun 19, 2026
Jan 1, 1990 to Jun 19, 2026
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