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

V-Lab

Financiere de Tubize SA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:5,448.72 (591.86)

Analysis last updated: Saturday, May 31, 2025 at 09:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6368	3.61
$α$	0.1138	10.16
$β$	0.8450	55.45
$γ_{1}$	-0.0032	-0.03
$γ_{2}$	0.1631	1.10
$γ_{3}$	-0.5654	-5.24
$γ_{4}$	0.8398	10.82
$γ_{5}$	-0.7543	-9.21
$γ_{6}$	0.4892	4.01
$γ_{7}$	-0.1791	-1.74
$γ_{8}$	-0.0253	-0.36
$γ_{9}$	0.0974	1.63
$γ_{10}$	-0.3388	-3.70

Estimation Period:
Nov 30, 1994 to May 30, 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