V-Lab: Societe Fonciere Lyonnaise SA Spline ILLIQ Liquidity Analysis

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V-Lab

Societe Fonciere Lyonnaise SA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 29th, 2024:3073936.00 (-231077.00)

Analysis last updated: Saturday, April 27, 2024 at 10:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3792	4.72
$α$	0.0896	10.14
$β$	0.8942	99.99
$γ_{1}$	-0.1941	-3.10
$γ_{2}$	0.2611	2.60
$γ_{3}$	-0.1458	-1.54
$γ_{4}$	0.2954	3.17
$γ_{5}$	-0.3740	-3.52
$γ_{6}$	0.1757	1.56
$γ_{7}$	-0.0254	-0.26
$γ_{8}$	0.0966	0.91
$γ_{9}$	-0.0854	-0.59

Estimation Period:
Jul 1, 1991 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts