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

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V-Lab

alstria office REIT-AG Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 9th, 2024:2646576.00 (265474.00)

Analysis last updated: Thursday, May 9, 2024 at 10:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7471	3.48
$α$	0.1455	10.27
$β$	0.8463	58.76
$γ_{1}$	0.0173	0.26
$γ_{2}$	-0.1050	-1.04
$γ_{3}$	0.5590	6.17

Estimation Period:
Apr 3, 2007 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts