V-Lab: Eurocommercial Properties NV Spline ILLIQ Liquidity Analysis

V-Lab

Eurocommercial Properties NV Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, August 4th, 2025:7,667.89 (81.19)

Analysis last updated: Monday, August 4, 2025 at 04:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.7744	3.24
$α$	0.0861	6.22
$β$	0.8780	47.13
$γ_{1}$	-0.2860	-2.45
$γ_{2}$	0.5302	3.06
$γ_{3}$	-0.4210	-4.36
$γ_{4}$	0.2408	2.97
$γ_{5}$	-0.0265	-0.40
$γ_{6}$	-0.0310	-0.67
$γ_{7}$	-0.0584	-1.49
$γ_{8}$	0.1503	3.93
$γ_{9}$	-0.1355	-3.30
$γ_{10}$	-0.0490	-0.81

Estimation Period:
Nov 21, 1991 to Aug 1, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts