V-Lab: Cofinimmo SA Spline ILLIQ Liquidity Analysis

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V-Lab

Cofinimmo SA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 9th, 2024:2214.30 (-133.04)

Analysis last updated: Thursday, May 9, 2024 at 07:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2929	3.37
$α$	0.0695	9.50
$β$	0.9221	113.47
$γ_{1}$	-0.0992	-4.58
$γ_{2}$	0.1636	5.40
$γ_{3}$	-0.0908	-5.79
$γ_{4}$	0.0616	3.65

Estimation Period:
Dec 27, 1994 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts