V-Lab: Societe BIC SA Spline ILLIQ Liquidity Analysis

V-Lab

Societe BIC SA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:5,573.98 (233.20)

Analysis last updated: Saturday, May 17, 2025 at 10:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1996	5.90
$α$	0.0572	8.50
$β$	0.9412	122.10
$γ_{1}$	-0.0034	-1.20

Estimation Period:
Jun 28, 1991 to May 16, 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