V-Lab: Cofinimmo SA Spline ILLIQ Liquidity Analysis

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V-Lab

Cofinimmo SA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 22nd, 2024:1904.66 (-79.85)

Analysis last updated: Saturday, April 20, 2024 at 08:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0053	2.08
$α$	0.0582	1.34
$β$	0.9418	21.70
$γ_{1}$	-0.0296	-0.36
$γ_{2}$	0.0405	0.42

Estimation Period:
Dec 27, 1994 to Apr 19, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts