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

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V-Lab

alstria office REIT-AG Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 22nd, 2024:3818396.00 (337212.00)

Analysis last updated: Saturday, April 20, 2024 at 11:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7612	3.48
$α$	0.1457	10.35
$β$	0.8462	59.28
$γ_{1}$	0.0186	0.27
$γ_{2}$	-0.1109	-1.09
$γ_{3}$	0.5774	6.27

Estimation Period:
Apr 3, 2007 to Apr 19, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts