V-Lab: Covivio Spline ILLIQ Liquidity Analysis

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V-Lab

Covivio Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, November 17th, 2025:1,613.38 (85.77)

Analysis last updated: Saturday, November 15, 2025 at 10:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6358	5.17
$α$	0.0764	10.45
$β$	0.9050	102.32
$γ_{1}$	-0.3098	-12.41
$γ_{2}$	0.5414	15.85
$γ_{3}$	-0.3199	-16.55
$γ_{4}$	0.1666	9.49
$γ_{5}$	-0.1436	-6.02

Estimation Period:
Mar 8, 1995 to Nov 14, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts