V-Lab: Vastned Retail NV ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Vastned Retail NV ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, May 10th, 2024:35670.34 (-3156.47)

Analysis last updated: Saturday, May 11, 2024 at 03:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.1791	0.07
$β$	0.6441	11.90
$γ$	-0.1791	-0.03
$λ_{1}$	10.0000	0.08
$λ_{2}$	0.0514	0.08
$λ_{3}$	0.9486	9.42

Estimation Period:
Jan 1, 1990 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts