V-Lab: Residences Dar Saa Spline ILLIQ Liquidity Analysis

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Residences Dar Saa Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, December 15th, 2025:4,460.57 (-3,335.91)

Analysis last updated: Sunday, December 14, 2025 at 04:51 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.0593	2.14
$α$	0.6079	10.33
$β$	0.3891	6.66
$γ_{1}$	0.6791	0.43
$γ_{2}$	-5.0935	-1.69
$γ_{3}$	11.2446	3.98
$γ_{4}$	-11.9272	-5.09
$γ_{5}$	5.9476	2.92
$γ_{6}$	-0.0795	-0.03
$γ_{7}$	0.4926	0.19
$γ_{8}$	-10.5904	-4.32
$γ_{9}$	23.0315	4.08
$γ_{10}$	-24.2997	-3.44

Estimation Period:
Dec 29, 2014 to Dec 12, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Residences Dar Saa Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM