V-Lab: Intervest Offices & Warehouses NV Spline ILLIQ Liquidity Analysis

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V-Lab

Intervest Offices & Warehouses NV Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, April 26th, 2024:20171.22 (-2748.52)

Analysis last updated: Saturday, April 27, 2024 at 08:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0009	0.26
$α$	0.1234	0.03
$β$	0.8766	0.19
$γ_{1}$	-0.0614	-2.18
$γ_{2}$	0.0695	0.21

Estimation Period:
Mar 11, 1999 to Apr 19, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts