V-Lab: VIB Vermoegen AG Spline ILLIQ Liquidity Analysis

V-Lab

VIB Vermoegen AG Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, April 30th, 2025:96,111,860.00 (0.00)

Analysis last updated: Thursday, May 1, 2025 at 04:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4478	1.14
$α$	0.0000	0.00
$β$	0.8946	5.35
$γ_{1}$	56.0920	1.81
$γ_{2}$	-68.7712	-1.59
$γ_{3}$	18.5586	0.71
$γ_{4}$	-28.6630	-1.42
$γ_{5}$	37.1595	1.78
$γ_{6}$	-21.1648	-0.68

Estimation Period:
Mar 14, 2023 to Apr 25, 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