V-Lab: Societe BIC SA Spline ILLIQ Liquidity Analysis

V-Lab

Societe BIC SA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, September 1st, 2025:6,275.42 (-320.08)

Analysis last updated: Saturday, August 30, 2025 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2000	5.91
$α$	0.0569	8.54
$β$	0.9415	123.56
$γ_{1}$	-0.0033	-1.16

Estimation Period:
Jun 28, 1991 to Aug 29, 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