V-Lab: Salzgitter AG Spline ILLIQ Liquidity Analysis

V-Lab

Salzgitter AG Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, August 25th, 2025:5,890.39 (11.26)

Analysis last updated: Saturday, August 23, 2025 at 10:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0762	2.69
$α$	0.0720	0.57
$β$	0.9280	7.35
$γ_{1}$	-0.3126	-0.29
$γ_{2}$	0.5010	0.36
$γ_{3}$	-0.2306	-0.46
$γ_{4}$	0.0233	0.07

Estimation Period:
Oct 12, 1998 to Aug 22, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Salzgitter AG Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM