V-Lab: Mercialys SA Asymmetric ILLIQ Liquidity Analysis

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V-Lab

Mercialys SA Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 22nd, 2024:4843.87 (275.83)

Analysis last updated: Saturday, April 20, 2024 at 11:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	1.18
$α$	0.0532	17.83
$β$	0.9281	591.88
$γ$	0.0376	6.20

Estimation Period:
Oct 11, 2005 to Apr 19, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts