V-Lab: Eurocash Sa Spline ILLIQ Liquidity Analysis

V-Lab

Eurocash Sa Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:8,990.92 (135.51)

Analysis last updated: Sunday, June 1, 2025 at 03:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7438	0.00
$α$	0.1418	0.00
$β$	0.8582	0.00
$γ_{1}$	1.1723	0.00
$γ_{2}$	-3.3600	-0.00
$γ_{3}$	3.2763	0.01
$γ_{4}$	-1.6223	-0.00
$γ_{5}$	1.1399	0.00
$γ_{6}$	-0.6863	-0.00
$γ_{7}$	-0.0541	-0.00
$γ_{8}$	0.1896	0.00
$γ_{9}$	-0.1155	-0.00

Estimation Period:
Feb 7, 2005 to May 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Eurocash Sa Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM