V-Lab: Immobiliare Grande Distribuzione SIIQ SpA Asymmetric ILLIQ Liquidity Analysis

V-Lab

Immobiliare Grande Distribuzione SIIQ SpA Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:21,307.57 (-1,785.62)

Analysis last updated: Sunday, May 18, 2025 at 01:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.31
$α$	0.0494	17.45
$β$	0.9071	593.66
$γ$	0.0871	14.80

Estimation Period:
Feb 10, 2005 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts