V-Lab: Covivio Spline ILLIQ Liquidity Analysis

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V-Lab

Covivio Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 10th, 2024:2014.07 (46.19)

Analysis last updated: Saturday, May 11, 2024 at 03:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2876	3.49
$α$	0.0644	0.56
$β$	0.9356	8.11
$γ_{1}$	-0.0034	-0.03

Estimation Period:
Mar 8, 1995 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts