V-Lab: VIB Vermoegen AG Spline ILLIQ Liquidity Analysis

Skip to main content

V-Lab

VIB Vermoegen AG Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, November 24th, 2025:5,279,277.00 (0.00)

Analysis last updated: Sunday, November 23, 2025 at 06:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6145	1.35
$α$	0.0000	0.00
$β$	0.9015	6.80
$γ_{1}$	82.3922	2.71
$γ_{2}$	-104.3304	-2.49
$γ_{3}$	37.1174	1.59
$γ_{4}$	-39.6455	-2.27
$γ_{5}$	26.2113	1.25
$γ_{6}$	5.5034	0.25
$γ_{7}$	-6.4676	-0.27
$γ_{8}$	-38.6619	-1.19

Estimation Period:
Mar 14, 2023 to Nov 21, 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