V-Lab: Covivio Hotels SACA Asymmetric ILLIQ Liquidity Analysis

V-Lab

Covivio Hotels SACA Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:357,994.00 (-19,169.60)

Analysis last updated: Saturday, May 17, 2025 at 10:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.03
$α$	0.0582	9.04
$β$	0.9319	380.69
$γ$	0.0197	2.09

Estimation Period:
Oct 30, 1996 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts