V-Lab: Vienna Insurance Group AG Wiener Versicherung Gruppe Spline ILLIQ Liquidity Analysis

V-Lab

| |

V-Lab

Vienna Insurance Group AG Wiener Versicherung Gruppe Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 22nd, 2024:5564.31 (-550.84)

Analysis last updated: Saturday, April 20, 2024 at 08:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5667	4.54
$α$	0.1451	8.88
$β$	0.8236	33.25
$γ_{1}$	-0.1432	-1.31
$γ_{2}$	0.2370	1.31
$γ_{3}$	-0.4657	-4.04
$γ_{4}$	0.7864	11.60
$γ_{5}$	-0.6011	-6.85
$γ_{6}$	0.2783	4.19
$γ_{7}$	-0.1059	-2.26
$γ_{8}$	-0.0266	-0.44

Estimation Period:
Nov 11, 1994 to Apr 19, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Vienna Insurance Group AG Wiener Versicherung Gruppe Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM