V-Lab: Mercialys SA Asymmetric ILLIQ Liquidity Analysis

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V-Lab

Mercialys SA Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 9th, 2024:5206.09 (-310.83)

Analysis last updated: Thursday, May 9, 2024 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	1.19
$α$	0.0532	17.86
$β$	0.9281	592.66
$γ$	0.0373	6.16

Estimation Period:
Oct 11, 2005 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts