V-Lab: Eurocommercial Properties NV ILLIQ-MFMEM Liquidity Analysis

V-Lab

| |

V-Lab

Eurocommercial Properties NV ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, May 10th, 2024:8876.19 (32.29)

Analysis last updated: Saturday, May 11, 2024 at 03:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1756	0.09
$β$	0.5348	5.72
$γ$	-0.1756	-0.04
$λ_{1}$	3.7115	0.12
$λ_{2}$	0.0285	0.09
$λ_{3}$	0.9715	104.75

Estimation Period:
Nov 21, 1991 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts