V-Lab: Gecina SA Spline ILLIQ Liquidity Analysis

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Gecina SA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, November 17th, 2025:616.97 (76.47)

Analysis last updated: Saturday, November 15, 2025 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1323	3.81
$α$	0.1039	10.24
$β$	0.8705	65.06
$γ_{1}$	-0.1099	-2.24
$γ_{2}$	0.0749	1.08
$γ_{3}$	0.0979	2.06
$γ_{4}$	-0.0130	-0.30
$γ_{5}$	-0.1004	-2.96
$γ_{6}$	0.0416	1.61
$γ_{7}$	0.0707	2.67
$γ_{8}$	-0.1387	-3.61

Estimation Period:
Jun 28, 1991 to Nov 14, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts