V-Lab: Covivio Hotels SACA Spline ILLIQ Liquidity Analysis

V-Lab

Covivio Hotels SACA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, August 4th, 2025:391,343.20 (3,900.90)

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
$ω$	4.2638	5.81
$α$	0.1713	10.36
$β$	0.7716	34.72
$γ_{1}$	-0.1256	-1.87
$γ_{2}$	0.2850	2.56
$γ_{3}$	-0.1539	-1.93
$γ_{4}$	-0.0113	-0.16
$γ_{5}$	0.0365	0.49
$γ_{6}$	-0.1253	-1.09

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts