V-Lab: Wereldhave NV Asymmetric ILLIQ Liquidity Analysis

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V-Lab

Wereldhave NV Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 29th, 2024:6476.30 (1026.42)

Analysis last updated: Saturday, April 27, 2024 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.6180	4.95
$α$	0.0369	16.64
$β$	0.9453	642.65
$γ$	0.0355	8.29

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts