V-Lab: Gecina SA Spline ILLIQ Liquidity Analysis

V-Lab

Gecina SA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:1,129.33 (111.85)

Analysis last updated: Saturday, May 17, 2025 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.2020	4.25
$α$	0.1052	10.22
$β$	0.8686	63.81
$γ_{1}$	-0.0960	-3.57
$γ_{2}$	0.1073	2.85
$γ_{3}$	0.0616	2.91
$γ_{4}$	-0.1324	-8.48
$γ_{5}$	0.0957	7.04
$γ_{6}$	-0.0385	-1.90

Estimation Period:
Jun 28, 1991 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts