V-Lab: Mercialys SA Spline ILLIQ Liquidity Analysis

V-Lab

Mercialys SA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, August 5th, 2025:5,928.61 (657.96)

Analysis last updated: Tuesday, August 5, 2025 at 09:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4350	8.97
$α$	0.0830	9.79
$β$	0.8978	81.74
$γ_{1}$	0.0045	2.91

Estimation Period:
Oct 11, 2005 to Aug 1, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts