V-Lab: Intershop Holding AG Spline ILLIQ Liquidity Analysis

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V-Lab

Intershop Holding AG Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 2nd, 2024:5705.01 (-465.52)

Analysis last updated: Thursday, May 2, 2024 at 04:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6017	4.43
$α$	0.1117	13.02
$β$	0.8688	83.58
$γ_{1}$	-0.2028	-3.97
$γ_{2}$	0.3299	4.13
$γ_{3}$	-0.1887	-2.59
$γ_{4}$	0.1391	2.01
$γ_{5}$	-0.1958	-3.32
$γ_{6}$	0.1655	2.76
$γ_{7}$	0.0374	0.66
$γ_{8}$	-0.2375	-3.79

Estimation Period:
Apr 23, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Intershop Holding AG Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM