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

V-Lab

alstria office REIT-AG Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:3,346,499.00 (-68,764.00)

Analysis last updated: Saturday, May 17, 2025 at 10:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4471	3.60
$α$	0.1480	8.84
$β$	0.8458	50.67
$γ_{1}$	0.0087	0.14
$γ_{2}$	-0.0505	-0.55
$γ_{3}$	0.4003	4.54

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts