V-Lab: Altarea SCA Spline ILLIQ Liquidity Analysis

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V-Lab

Altarea SCA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 29th, 2024:41218.59 (2458.31)

Analysis last updated: Saturday, April 27, 2024 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.9908	2.48
$α$	0.1341	8.88
$β$	0.8176	28.50
$γ_{1}$	0.1674	2.67
$γ_{2}$	-0.2099	-2.65
$γ_{3}$	0.0952	3.45
$γ_{4}$	-0.0285	-1.03

Estimation Period:
Jul 19, 1991 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts