V-Lab: Financiere de Tubize SA Spline ILLIQ Liquidity Analysis

V-Lab

Financiere de Tubize SA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 9th, 2025:6,685.96 (8.35)

Analysis last updated: Saturday, May 10, 2025 at 01:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6297	3.63
$α$	0.1139	10.14
$β$	0.8441	55.00
$γ_{1}$	-0.0050	-0.05
$γ_{2}$	0.1686	1.14
$γ_{3}$	-0.5736	-5.34
$γ_{4}$	0.8474	11.00
$γ_{5}$	-0.7576	-8.93
$γ_{6}$	0.4860	3.90
$γ_{7}$	-0.1707	-1.64
$γ_{8}$	-0.0352	-0.50
$γ_{9}$	0.1094	1.83
$γ_{10}$	-0.3507	-3.87

Estimation Period:
Nov 30, 1994 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Financiere de Tubize SA Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM