V-Lab: VIB Vermoegen AG Spline ILLIQ Liquidity Analysis

V-Lab

VIB Vermoegen AG Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 14th, 2025:104194400.00 (0.00)

Analysis last updated: Monday, April 14, 2025 at 03:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4641	1.14
$α$	0.0000	0.00
$β$	0.8956	5.47
$γ_{1}$	59.0267	1.87
$γ_{2}$	-72.7577	-1.65
$γ_{3}$	20.9051	0.79
$γ_{4}$	-30.5969	-1.49
$γ_{5}$	36.4464	1.69
$γ_{6}$	-16.9922	-0.57

Estimation Period:
Mar 14, 2023 to Apr 11, 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