V-Lab: Covivio Spline ILLIQ Liquidity Analysis

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Covivio Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, December 10th, 2025:1,252.17 (-68.57)

Analysis last updated: Wednesday, December 10, 2025 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3398	3.89
$α$	0.0638	0.57
$β$	0.9362	8.39
$γ_{1}$	-0.0106	-0.05
$γ_{2}$	0.0197	0.08

Estimation Period:
Mar 8, 1995 to Dec 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts