V-Lab: Vossloh AG Spline ILLIQ Liquidity Analysis

V-Lab

Vossloh AG Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, July 31st, 2025:5,165.91 (-27.26)

Analysis last updated: Thursday, July 31, 2025 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1132	3.64
$α$	0.0723	0.78
$β$	0.9277	10.07
$γ_{1}$	-0.0913	-0.32
$γ_{2}$	0.1488	0.49
$γ_{3}$	-0.1242	-2.96

Estimation Period:
Aug 18, 1997 to Jul 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts