V-Lab: alstria office REIT-AG ILLIQ-MFMEM Liquidity Analysis

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V-Lab

alstria office REIT-AG ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, May 9th, 2024:1237557.00 (287129.50)

Analysis last updated: Thursday, May 9, 2024 at 10:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1461	0.64
$β$	0.8642	116.48
$γ$	-0.1461	-0.40
$λ_{1}$	8.9974	0.79
$λ_{2}$	0.0000	0.04
$λ_{3}$	0.9289	38.49

Estimation Period:
Apr 3, 2007 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts