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 Thursday, April 16th, 2026
1 Day
5,661.12
decreased by 322.60
1 Week
6,141.15
increased by 157.43
1 Month
6,246.26
increased by 262.54
Analysis last updated: Thursday, April 16, 2026 at 08:17 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6878 | 5.33 | |
| 0.0374 | 17.98 | |
| 0.9453 | 648.36 | |
| 0.0346 | 8.42 |
Estimation Period:
Jan 1, 1990 to Apr 10, 2026
Jan 1, 1990 to Apr 10, 2026
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