V-Lab: Hensoldt Ag Spline ILLIQ Liquidity Analysis

V-Lab

Hensoldt Ag Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:2,609.89 (0.07)

Analysis last updated: Sunday, June 29, 2025 at 01:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5955	1.21
$α$	0.0000	0.00
$β$	0.9972	0.15
$γ_{1}$	-26.0625	-0.10
$γ_{2}$	32.8879	0.22
$γ_{3}$	-5.6870	-0.11
$γ_{4}$	-3.4905	-0.09
$γ_{5}$	7.6553	0.63
$γ_{6}$	-10.2845	-1.08
$γ_{7}$	13.7007	3.36
$γ_{8}$	-20.0873	-9.94
$γ_{9}$	11.8734	4.30

Estimation Period:
Nov 20, 2020 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Hensoldt Ag Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM