V-Lab: Wereldhave Belgium NV Spline ILLIQ Liquidity Analysis

V-Lab

Wereldhave Belgium NV Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, August 4th, 2025:35,175.86 (-3,828.91)

Analysis last updated: Sunday, August 3, 2025 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9403	6.85
$α$	0.1273	11.97
$β$	0.8223	53.17
$γ_{1}$	-0.3106	-6.01
$γ_{2}$	0.3832	4.74
$γ_{3}$	-0.0490	-0.94
$γ_{4}$	-0.0495	-1.10
$γ_{5}$	0.0118	0.22
$γ_{6}$	0.0147	0.27
$γ_{7}$	0.1060	2.04
$γ_{8}$	-0.3177	-4.56

Estimation Period:
Jun 18, 1998 to Aug 1, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts