V-Lab: R&S Group Holding AG Spline ILLIQ Liquidity Analysis

V-Lab

R&S Group Holding AG Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:3,825.86 (0.00)

Analysis last updated: Sunday, June 29, 2025 at 01:53 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1083	3.63
$α$	0.0000	0.00
$β$	0.0008	0.00
$γ_{1}$	-45.2585	-3.88
$γ_{2}$	67.9143	3.70
$γ_{3}$	-63.8639	-3.96
$γ_{4}$	93.7702	4.24
$γ_{5}$	-109.1519	-3.13
$γ_{6}$	82.8033	2.39
$γ_{7}$	-28.9438	-1.47
$γ_{8}$	5.5076	0.62
$γ_{9}$	2.2054	0.32
$γ_{10}$	-16.6592	-2.33

Estimation Period:
Dec 14, 2021 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other R&S Group Holding AG Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM