V-Lab: Vastned Retail NV Spline ILLIQ Liquidity Analysis

V-Lab

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V-Lab

Vastned Retail NV Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 10th, 2024:38515.97 (-4405.59)

Analysis last updated: Saturday, May 11, 2024 at 03:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.2616	1.77
$α$	0.1508	7.89
$β$	0.8477	43.05
$γ_{1}$	-0.3463	-3.18
$γ_{2}$	0.6078	2.35
$γ_{3}$	-0.7034	-1.42
$γ_{4}$	0.9810	1.26
$γ_{5}$	-0.7745	-1.21
$γ_{6}$	0.2341	1.04
$γ_{7}$	0.0770	1.06
$γ_{8}$	-0.1438	-1.58

Estimation Period:
Jan 1, 1990 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts