V-Lab: Mercialys SA Spline ILLIQ Liquidity Analysis

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V-Lab

Mercialys SA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 10th, 2024:6663.00 (357.05)

Analysis last updated: Saturday, May 11, 2024 at 03:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.7330	9.47
$α$	0.0873	9.42
$β$	0.8877	68.08
$γ_{1}$	0.0077	4.42

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts