V-Lab: VIB Vermoegen AG Spline ILLIQ Liquidity Analysis

V-Lab

VIB Vermoegen AG Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, June 26th, 2025:7,037,763.00 (0.00)

Analysis last updated: Thursday, June 26, 2025 at 11:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6533	1.41
$α$	0.0000	0.00
$β$	0.9019	7.01
$γ_{1}$	86.6218	2.93
$γ_{2}$	-109.2946	-2.69
$γ_{3}$	37.4463	1.68
$γ_{4}$	-35.7166	-2.06
$γ_{5}$	13.9502	0.65
$γ_{6}$	29.4706	1.32
$γ_{7}$	-74.0343	-2.33

Estimation Period:
Mar 14, 2023 to Jun 13, 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