V-Lab: Altarea SCA Spline ILLIQ Liquidity Analysis

V-Lab

Altarea SCA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:16,037.24 (-8.90)

Analysis last updated: Saturday, May 17, 2025 at 10:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0518	2.46
$α$	0.1315	9.06
$β$	0.8221	29.46
$γ_{1}$	0.1544	2.65
$γ_{2}$	-0.1981	-2.66
$γ_{3}$	0.1104	4.15
$γ_{4}$	-0.0947	-4.07

Estimation Period:
Jul 19, 1991 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts