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 Wednesday, December 10th, 2025:1,193,486.00 (-253,556.00)

Analysis last updated: Wednesday, December 10, 2025 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.3234	5.79
$α$	0.1682	10.24
$β$	0.7784	37.26
$γ_{1}$	-0.1217	-1.86
$γ_{2}$	0.2827	2.61
$γ_{3}$	-0.1650	-2.16
$γ_{4}$	0.0122	0.18
$γ_{5}$	-0.0069	-0.10
$γ_{6}$	-0.0078	-0.07

Estimation Period:
Oct 30, 1996 to Dec 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts