V-Lab: Covivio Hotels SACA Asymmetric ILLIQ Liquidity Analysis

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V-Lab

Covivio Hotels SACA Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, November 17th, 2025:1,537,489.00 (-111,208.00)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.04
$α$	0.0575	9.12
$β$	0.9325	390.35
$γ$	0.0200	2.16

Estimation Period:
Oct 30, 1996 to Nov 14, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts