V-Lab: Eurocommercial Properties NV Asymmetric ILLIQ Liquidity Analysis

V-Lab

Eurocommercial Properties NV Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:6,725.43 (85.53)

Analysis last updated: Sunday, May 18, 2025 at 03:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	1.05
$α$	0.0197	9.52
$β$	0.9675	440.57
$γ$	0.0257	4.80

Estimation Period:
Nov 21, 1991 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts