V-Lab: Cofinimmo SA Spline ILLIQ Liquidity Analysis

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Cofinimmo SA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, November 17th, 2025:2,366.66 (-144.21)

Analysis last updated: Saturday, November 15, 2025 at 08:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0026	2.05
$α$	0.0590	2.24
$β$	0.9410	35.83
$γ_{1}$	-0.0521	-0.62
$γ_{2}$	0.0602	0.67
$γ_{3}$	-0.0053	-0.21

Estimation Period:
Dec 27, 1994 to Nov 14, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts