V-Lab: Covivio Hotels SACA Asymmetric ILLIQ Liquidity Analysis

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V-Lab

Covivio Hotels SACA Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 29th, 2024:185185.30 (-10059.60)

Analysis last updated: Saturday, April 27, 2024 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.03
$α$	0.0577	8.59
$β$	0.9317	365.39
$γ$	0.0211	2.14

Estimation Period:
Oct 30, 1996 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts