V-Lab: Societe BIC SA Spline ILLIQ Liquidity Analysis

V-Lab

Societe BIC SA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:5,816.47 (855.72)

Analysis last updated: Sunday, June 29, 2025 at 03:55 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1996	5.91
$α$	0.0570	8.51
$β$	0.9414	123.06
$γ_{1}$	-0.0034	-1.18

Estimation Period:
Jun 28, 1991 to Jun 27, 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