V-Lab: Altarea SCA Spline ILLIQ Liquidity Analysis

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V-Lab

Altarea SCA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 10th, 2024:39326.35 (-2990.21)

Analysis last updated: Saturday, May 11, 2024 at 03:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.1538	2.91
$α$	0.1475	9.22
$β$	0.7834	24.94
$γ_{1}$	0.4666	3.70
$γ_{2}$	-0.5485	-3.18
$γ_{3}$	0.2048	1.86
$γ_{4}$	-0.2989	-3.41
$γ_{5}$	0.3925	5.43
$γ_{6}$	-0.3190	-4.58
$γ_{7}$	0.2798	2.83

Estimation Period:
Jul 19, 1991 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts