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, June 4th, 2026
1 Day
5,355.30
decreased by 79.20
1 Week
5,333.27
decreased by 101.23
1 Month
5,366.11
decreased by 68.39
Analysis last updated: Thursday, June 4, 2026 at 07:53 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6562 | 5.32 | |
| 0.0372 | 18.02 | |
| 0.9455 | 650.71 | |
| 0.0346 | 8.47 |
Estimation Period:
Jan 1, 1990 to May 29, 2026
Jan 1, 1990 to May 29, 2026
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