V-Lab: Wereldhave Belgium NV Spline ILLIQ Liquidity Analysis

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V-Lab

Wereldhave Belgium NV Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 10th, 2024:81088.01 (-5453.37)

Analysis last updated: Saturday, May 11, 2024 at 12:57 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2829	6.75
$α$	0.1182	12.29
$β$	0.8507	67.33
$γ_{1}$	-0.1086	-5.76
$γ_{2}$	0.1673	5.67
$γ_{3}$	-0.0999	-4.45
$γ_{4}$	0.0600	2.56
$γ_{5}$	0.0254	0.85

Estimation Period:
Jun 18, 1998 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts