V-Lab: Nordex SE Spline ILLIQ Liquidity Analysis

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V-Lab

Nordex SE Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 6th, 2024:2463.41 (-211.72)

Analysis last updated: Saturday, May 4, 2024 at 10:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9816	5.03
$α$	0.1079	0.52
$β$	0.8921	4.29
$γ_{1}$	0.0685	0.40
$γ_{2}$	-0.1778	-0.27
$γ_{3}$	0.1608	0.24
$γ_{4}$	-0.0745	-0.35

Estimation Period:
Mar 30, 2001 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts