V-Lab: Wereldhave Belgium NV Spline ILLIQ Liquidity Analysis

V-Lab

Wereldhave Belgium NV Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:59,003.43 (5,323.96)

Analysis last updated: Saturday, May 17, 2025 at 09:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9334	6.80
$α$	0.1280	11.96
$β$	0.8217	52.80
$γ_{1}$	-0.3170	-6.00
$γ_{2}$	0.3896	4.73
$γ_{3}$	-0.0476	-0.90
$γ_{4}$	-0.0509	-1.07
$γ_{5}$	0.0117	0.21
$γ_{6}$	0.0116	0.21
$γ_{7}$	0.1075	2.01
$γ_{8}$	-0.2741	-3.75

Estimation Period:
Jun 18, 1998 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts