V-Lab: Societe Fonciere Lyonnaise SA Spline ILLIQ Liquidity Analysis

V-Lab

Societe Fonciere Lyonnaise SA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:306,584.50 (-20,049.60)

Analysis last updated: Saturday, May 17, 2025 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3385	4.71
$α$	0.0837	10.30
$β$	0.9001	101.92
$γ_{1}$	-0.1801	-3.10
$γ_{2}$	0.2369	2.58
$γ_{3}$	-0.1131	-1.30
$γ_{4}$	0.2503	2.93
$γ_{5}$	-0.3601	-3.98
$γ_{6}$	0.2095	1.99
$γ_{7}$	-0.0704	-0.75
$γ_{8}$	0.1892	1.95
$γ_{9}$	-0.4519	-3.03

Estimation Period:
Jul 1, 1991 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts