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, August 4th, 2025:30,961.76 (8,219.70)

Analysis last updated: Monday, August 4, 2025 at 02:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.31
$α$	0.0486	17.36
$β$	0.9078	599.60
$γ$	0.0871	14.93

Estimation Period:
Feb 10, 2005 to Aug 1, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts