V-Lab: Bati EGE Gayrimenkul Yatirim Spline ILLIQ Liquidity Analysis

V-Lab

Bati EGE Gayrimenkul Yatirim Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:531.28 (-255.05)

Analysis last updated: Sunday, June 29, 2025 at 01:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9416	8.77
$α$	0.7720	15.19
$β$	0.2255	4.47
$γ_{1}$	-10.7635	-3.54
$γ_{2}$	18.4632	3.08

Estimation Period:
Dec 8, 2023 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Bati EGE Gayrimenkul Yatirim Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM