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, May 14th, 2026
1 Day
5,014.98
decreased by 237.70
1 Week
5,357.27
increased by 104.59
1 Month
5,672.66
increased by 419.98
Analysis last updated: Thursday, May 14, 2026 at 08:38 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6662 | 5.32 | |
| 0.0373 | 18.02 | |
| 0.9454 | 649.77 | |
| 0.0346 | 8.46 |
Estimation Period:
Jan 1, 1990 to May 8, 2026
Jan 1, 1990 to May 8, 2026
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