V-Lab: alstria office REIT-AG Asymmetric ILLIQ Liquidity Analysis

V-Lab

alstria office REIT-AG Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:1,515,711.00 (-118,311.00)

Analysis last updated: Saturday, May 17, 2025 at 10:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	2.63
$α$	0.0536	7.32
$β$	0.9274	262.21
$γ$	0.0380	3.67

Estimation Period:
Apr 3, 2007 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts