V-Lab: Cofinimmo SA ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Cofinimmo SA ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, May 9th, 2024:2081.55 (-232.49)

Analysis last updated: Thursday, May 9, 2024 at 07:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1190	1.07
$β$	0.7522	24.14
$γ$	-0.1010	-0.42
$λ_{1}$	3.7243	1.95
$λ_{2}$	0.0397	1.24
$λ_{3}$	0.9586	102.36

Estimation Period:
Dec 27, 1994 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts