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 30th, 2025:5,617.43 (434.58)

Analysis last updated: Sunday, June 29, 2025 at 02:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6468	3.58
$α$	0.1141	10.21
$β$	0.8458	55.86
$γ_{1}$	-0.0010	-0.01
$γ_{2}$	0.1570	1.06
$γ_{3}$	-0.5575	-5.14
$γ_{4}$	0.8337	10.61
$γ_{5}$	-0.7527	-9.49
$γ_{6}$	0.4938	4.12
$γ_{7}$	-0.1887	-1.85
$γ_{8}$	-0.0136	-0.20
$γ_{9}$	0.0812	1.35
$γ_{10}$	-0.3156	-3.38

Estimation Period:
Nov 30, 1994 to Jun 27, 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