V-Lab: Eurocash Sa Spline ILLIQ Liquidity Analysis

V-Lab

Eurocash Sa Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:7,532.65 (-39.84)

Analysis last updated: Sunday, June 29, 2025 at 12:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.6920	2.72
$α$	0.1529	6.25
$β$	0.8399	36.72
$γ_{1}$	0.8051	1.85
$γ_{2}$	-2.3591	-2.48
$γ_{3}$	2.9805	2.79
$γ_{4}$	-1.9769	-2.45
$γ_{5}$	0.8670	2.47
$γ_{6}$	-0.4664	-2.25
$γ_{7}$	0.1825	0.95
$γ_{8}$	-0.1031	-0.41

Estimation Period:
Feb 7, 2005 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Eurocash Sa Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM