V-Lab: Societe BIC SA Spline ILLIQ Liquidity Analysis

V-Lab

Societe BIC SA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:5,500.52 (351.27)

Analysis last updated: Thursday, May 8, 2025 at 10:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1997	5.90
$α$	0.0573	8.50
$β$	0.9411	121.96
$γ_{1}$	-0.0034	-1.20

Estimation Period:
Jun 28, 1991 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Societe BIC SA Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM