V-Lab: Banca Popolare di Sondrio SCARL Asymmetric ILLIQ Liquidity Analysis

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V-Lab

Banca Popolare di Sondrio SCARL Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 22nd, 2024:1631.80 (-49.02)

Analysis last updated: Sunday, April 21, 2024 at 02:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	2.36
$α$	0.0428	12.41
$β$	0.9625	326.38
$γ$	-0.0107	-1.06

Estimation Period:
Aug 8, 1995 to Apr 19, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Banca Popolare di Sondrio SCARL Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM