V-Lab: Cofinimmo SA ILLIQ-MFMEM Liquidity Analysis

V-Lab

Cofinimmo SA ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:1,906.14 (-32.19)

Analysis last updated: Saturday, May 17, 2025 at 09:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1175	1.27
$β$	0.7549	21.66
$γ$	0.0462	0.27
$λ_{1}$	6.2900	2.38
$λ_{2}$	0.0393	1.54
$λ_{3}$	0.9590	103.01

Estimation Period:
Dec 27, 1994 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts