V-Lab: Covivio Spline ILLIQ Liquidity Analysis

V-Lab

Covivio Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:1,760.40 (20.26)

Analysis last updated: Saturday, May 17, 2025 at 10:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5753	5.04
$α$	0.0767	10.30
$β$	0.9039	98.97
$γ_{1}$	-0.3239	-12.61
$γ_{2}$	0.5587	16.09
$γ_{3}$	-0.3202	-16.07
$γ_{4}$	0.1586	8.74
$γ_{5}$	-0.1181	-4.62

Estimation Period:
Mar 8, 1995 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts