V-Lab: VIB Vermoegen AG Spline ILLIQ Liquidity Analysis

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VIB Vermoegen AG Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, October 23rd, 2025:17,048,440.00 (0.00)

Analysis last updated: Thursday, October 23, 2025 at 10:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6779	1.48
$α$	0.0000	0.00
$β$	0.9032	7.36
$γ_{1}$	92.3802	3.25
$γ_{2}$	-117.1203	-3.01
$γ_{3}$	41.4450	1.96
$γ_{4}$	-39.0240	-2.26
$γ_{5}$	18.1228	0.86
$γ_{6}$	15.0721	0.69
$γ_{7}$	-10.1472	-0.35
$γ_{8}$	-29.9793	-0.68

Estimation Period:
Mar 14, 2023 to Oct 17, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other VIB Vermoegen AG Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM