V-Lab: Mercialys SA Spline ILLIQ Liquidity Analysis

V-Lab

Mercialys SA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:6,430.83 (1,134.78)

Analysis last updated: Saturday, May 17, 2025 at 10:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4831	9.01
$α$	0.0840	9.76
$β$	0.8961	79.62
$γ_{1}$	0.0049	3.16

Estimation Period:
Oct 11, 2005 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts