V-Lab: Altarea SCA Spline ILLIQ Liquidity Analysis

V-Lab

Altarea SCA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, August 4th, 2025:22,636.89 (2,777.67)

Analysis last updated: Monday, August 4, 2025 at 12:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0747	2.45
$α$	0.1306	9.09
$β$	0.8240	29.92
$γ_{1}$	0.1519	2.63
$γ_{2}$	-0.1958	-2.64
$γ_{3}$	0.1131	4.19
$γ_{4}$	-0.1112	-4.77

Estimation Period:
Jul 19, 1991 to Aug 1, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts