V-Lab: Eurocommercial Properties NV Spline ILLIQ Liquidity Analysis

V-Lab

Eurocommercial Properties NV Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:7,944.65 (693.17)

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
$ω$	2.7146	3.23
$α$	0.0872	6.19
$β$	0.8757	46.65
$γ_{1}$	-0.2978	-2.53
$γ_{2}$	0.5473	3.15
$γ_{3}$	-0.4268	-4.44
$γ_{4}$	0.2371	2.85
$γ_{5}$	-0.0195	-0.28
$γ_{6}$	-0.0328	-0.68
$γ_{7}$	-0.0604	-1.49
$γ_{8}$	0.1462	3.68
$γ_{9}$	-0.1170	-2.74
$γ_{10}$	-0.0712	-1.19

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts