V-Lab: Covivio Hotels SACA Spline ILLIQ Liquidity Analysis

V-Lab

Covivio Hotels SACA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:422,947.80 (-56,327.20)

Analysis last updated: Saturday, May 17, 2025 at 10:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.1881	5.74
$α$	0.1704	10.26
$β$	0.7726	34.65
$γ_{1}$	-0.1329	-1.89
$γ_{2}$	0.2941	2.53
$γ_{3}$	-0.1526	-1.83
$γ_{4}$	-0.0178	-0.24
$γ_{5}$	0.0449	0.58
$γ_{6}$	-0.1316	-1.10

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts