V-Lab: Wereldhave Belgium NV Spline ILLIQ Liquidity Analysis

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V-Lab

Wereldhave Belgium NV Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 29th, 2024:113048.30 (-10237.60)

Analysis last updated: Saturday, April 27, 2024 at 08:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2802	6.78
$α$	0.1181	12.26
$β$	0.8505	67.12
$γ_{1}$	-0.1086	-5.77
$γ_{2}$	0.1672	5.69
$γ_{3}$	-0.0994	-4.44
$γ_{4}$	0.0587	2.52
$γ_{5}$	0.0299	1.01

Estimation Period:
Jun 18, 1998 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts