V-Lab: Elecnor SA Spline ILLIQ Liquidity Analysis

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V-Lab

Elecnor SA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, December 10th, 2025:4,856.70 (240.99)

Analysis last updated: Thursday, December 11, 2025 at 12:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3468	4.38
$α$	0.1108	12.91
$β$	0.8770	97.04
$γ_{1}$	-0.1479	-4.70
$γ_{2}$	0.2363	5.25
$γ_{3}$	-0.1317	-4.49
$γ_{4}$	0.0670	2.23
$γ_{5}$	-0.1424	-3.55

Estimation Period:
Jun 26, 1992 to Dec 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts