V-Lab: Altarea SCA Spline ILLIQ Liquidity Analysis

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Altarea SCA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, December 10th, 2025:7,944.64 (-780.12)

Analysis last updated: Wednesday, December 10, 2025 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.4665	2.92
$α$	0.1428	9.30
$β$	0.7868	25.34
$γ_{1}$	0.5201	3.76
$γ_{2}$	-0.6279	-3.24
$γ_{3}$	0.2734	2.16
$γ_{4}$	-0.3870	-3.91
$γ_{5}$	0.4688	5.96
$γ_{6}$	-0.3736	-5.10
$γ_{7}$	0.2919	3.92
$γ_{8}$	-0.5900	-5.93

Estimation Period:
Jul 19, 1991 to Dec 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts