V-Lab: Eurocash Sa Spline ILLIQ Liquidity Analysis

V-Lab

Eurocash Sa Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, July 29th, 2025:11,139.74 (-1,446.01)

Analysis last updated: Wednesday, July 30, 2025 at 12:57 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.7150	2.75
$α$	0.1531	6.28
$β$	0.8397	36.75
$γ_{1}$	0.7998	1.85
$γ_{2}$	-2.3639	-2.48
$γ_{3}$	3.0195	2.80
$γ_{4}$	-2.0238	-2.47
$γ_{5}$	0.8878	2.50
$γ_{6}$	-0.4718	-2.28
$γ_{7}$	0.1779	0.92
$γ_{8}$	-0.0427	-0.17

Estimation Period:
Feb 7, 2005 to Jul 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Eurocash Sa Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM