V-Lab: Cofinimmo SA ILLIQ-MFMEM Liquidity Analysis

V-Lab

| |

V-Lab

Cofinimmo SA ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, May 20th, 2024:2735.73 (58.89)

Analysis last updated: Saturday, May 18, 2024 at 09:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1181	1.29
$β$	0.7536	21.12
$γ$	0.0714	0.44
$λ_{1}$	7.1762	2.43
$λ_{2}$	0.0396	1.59
$λ_{3}$	0.9587	100.75

Estimation Period:
Dec 27, 1994 to May 17, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts