V-Lab: Covivio Hotels SACA Spline ILLIQ Liquidity Analysis

V-Lab

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V-Lab

Covivio Hotels SACA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 10th, 2024:381285.70 (-56363.40)

Analysis last updated: Saturday, May 11, 2024 at 03:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5592	3.88
$α$	0.1686	10.22
$β$	0.7760	33.98
$γ_{1}$	-0.5277	-3.37
$γ_{2}$	0.7850	3.58
$γ_{3}$	-0.2355	-2.10
$γ_{4}$	0.0424	0.35
$γ_{5}$	-0.0873	-0.71
$γ_{6}$	0.0105	0.12
$γ_{7}$	0.1140	0.85
$γ_{8}$	-0.3696	-1.54

Estimation Period:
Oct 30, 1996 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts