V-Lab: Eurocommercial Properties NV Spline ILLIQ Liquidity Analysis

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Eurocommercial Properties NV Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, December 10th, 2025:4,972.92 (-428.22)

Analysis last updated: Wednesday, December 10, 2025 at 11:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.8734	3.26
$α$	0.0848	6.27
$β$	0.8808	47.73
$γ_{1}$	-0.2678	-2.34
$γ_{2}$	0.5034	2.93
$γ_{3}$	-0.4121	-4.21
$γ_{4}$	0.2469	3.12
$γ_{5}$	-0.0381	-0.60
$γ_{6}$	-0.0279	-0.62
$γ_{7}$	-0.0527	-1.38
$γ_{8}$	0.1502	4.09
$γ_{9}$	-0.1566	-4.05
$γ_{10}$	-0.0187	-0.31

Estimation Period:
Nov 21, 1991 to Dec 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts