V-Lab: Altarea SCA Spline ILLIQ Liquidity Analysis

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Altarea SCA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, November 17th, 2025:8,311.85 (790.92)

Analysis last updated: Saturday, November 15, 2025 at 10:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.4746	2.91
$α$	0.1430	9.31
$β$	0.7868	25.38
$γ_{1}$	0.5238	3.75
$γ_{2}$	-0.6331	-3.24
$γ_{3}$	0.2769	2.17
$γ_{4}$	-0.3911	-3.91
$γ_{5}$	0.4717	5.94
$γ_{6}$	-0.3759	-5.08
$γ_{7}$	0.2969	3.96
$γ_{8}$	-0.5865	-5.82

Estimation Period:
Jul 19, 1991 to Nov 14, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts