V-Lab: Covivio Hotels SACA Spline ILLIQ Liquidity Analysis

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V-Lab

Covivio Hotels SACA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, November 17th, 2025:1,637,101.00 (-343,829.00)

Analysis last updated: Saturday, November 15, 2025 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.8751	4.21
$α$	0.1625	10.05
$β$	0.7832	37.15
$γ_{1}$	-0.4190	-3.03
$γ_{2}$	0.6526	3.23
$γ_{3}$	-0.2156	-2.10
$γ_{4}$	0.0490	0.46
$γ_{5}$	-0.1346	-0.93
$γ_{6}$	0.1476	1.10
$γ_{7}$	-0.1572	-1.56
$γ_{8}$	0.1697	1.09

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts