V-Lab: Eurocash Sa Spline ILLIQ Liquidity Analysis

V-Lab

Eurocash Sa Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, July 17th, 2025:12,431.73 (-203.16)

Analysis last updated: Friday, July 18, 2025 at 03:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.7103	2.73
$α$	0.1533	6.28
$β$	0.8395	36.74
$γ_{1}$	0.8024	1.85
$γ_{2}$	-2.3613	-2.48
$γ_{3}$	2.9997	2.79
$γ_{4}$	-1.9996	-2.46
$γ_{5}$	0.8756	2.48
$γ_{6}$	-0.4652	-2.24
$γ_{7}$	0.1695	0.88
$γ_{8}$	-0.0282	-0.11

Estimation Period:
Feb 7, 2005 to Jul 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Eurocash Sa Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM