V-Lab: VIB Vermoegen AG Spline ILLIQ Liquidity Analysis

V-Lab

VIB Vermoegen AG Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, May 28th, 2025:19,713,220.00 (0.00)

Analysis last updated: Thursday, May 29, 2025 at 12:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6873	1.49
$α$	0.0000	0.00
$β$	0.9031	7.29
$γ_{1}$	91.5981	3.21
$γ_{2}$	-115.4575	-2.95
$γ_{3}$	39.0403	1.83
$γ_{4}$	-34.5360	-1.96
$γ_{5}$	8.9570	0.42
$γ_{6}$	34.1772	1.57
$γ_{7}$	-64.2733	-1.96

Estimation Period:
Mar 14, 2023 to May 23, 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