V-Lab: Cofinimmo SA Spline ILLIQ Liquidity Analysis

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Cofinimmo SA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, December 10th, 2025:2,179.14 (-132.58)

Analysis last updated: Wednesday, December 10, 2025 at 09:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1472	2.60
$α$	0.0668	10.22
$β$	0.9289	136.68
$γ_{1}$	-0.1122	-4.06
$γ_{2}$	0.1846	4.62
$γ_{3}$	-0.0996	-4.65
$γ_{4}$	0.0530	2.44

Estimation Period:
Dec 27, 1994 to Dec 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts