V-Lab: Covivio Hotels SACA ILLIQ-MFMEM Liquidity Analysis

V-Lab

Covivio Hotels SACA ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, August 4th, 2025:424,604.40 (2,516.50)

Analysis last updated: Monday, August 4, 2025 at 12:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.1607	1.63
$β$	0.7792	57.17
$γ$	-0.1607	-0.74
$λ_{1}$	10.0000	0.11
$λ_{2}$	0.0572	2.12
$λ_{3}$	0.9428	59.46

Estimation Period:
Oct 30, 1996 to Aug 1, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts