V-Lab: Eurocommercial Properties NV Spline ILLIQ Liquidity Analysis

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Eurocommercial Properties NV Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, November 17th, 2025:7,103.28 (1,650.19)

Analysis last updated: Sunday, November 16, 2025 at 02:34 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.8524	3.26
$α$	0.0852	6.26
$β$	0.8800	47.54
$γ_{1}$	-0.2717	-2.36
$γ_{2}$	0.5091	2.96
$γ_{3}$	-0.4140	-4.25
$γ_{4}$	0.2457	3.09
$γ_{5}$	-0.0357	-0.55
$γ_{6}$	-0.0282	-0.62
$γ_{7}$	-0.0547	-1.42
$γ_{8}$	0.1521	4.11
$γ_{9}$	-0.1562	-3.99
$γ_{10}$	-0.0126	-0.21

Estimation Period:
Nov 21, 1991 to Nov 14, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts