V-Lab: Gecina SA ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Gecina SA ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, May 10th, 2024:879.22 (12.08)

Analysis last updated: Saturday, May 11, 2024 at 03:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1061	1.87
$β$	0.8378	41.72
$γ$	-0.1061	-0.80
$λ_{1}$	0.6390	7.02
$λ_{2}$	0.0323	3.46
$λ_{3}$	0.9670	102.18

Estimation Period:
Jun 28, 1991 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts