V-Lab: Nexans SA Spline ILLIQ Liquidity Analysis

V-Lab

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V-Lab

Nexans SA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 2nd, 2024:1743.70 (-126.26)

Analysis last updated: Wednesday, May 1, 2024 at 09:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0530	5.60
$α$	0.0899	12.26
$β$	0.9101	124.31
$γ_{1}$	-0.0158	-1.43

Estimation Period:
Jun 12, 2001 to Apr 30, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts