V-Lab: Wereldhave NV Spline ILLIQ Liquidity Analysis

V-Lab

Wereldhave NV Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, August 4th, 2025:5,983.91 (433.58)

Analysis last updated: Monday, August 4, 2025 at 04:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1049	0.81
$α$	0.0700	0.02
$β$	0.9300	0.29
$γ_{1}$	-0.0519	-0.02
$γ_{2}$	0.0968	0.02

Estimation Period:
Jan 1, 1990 to Aug 1, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts