V-Lab: Wereldhave NV Spline ILLIQ Liquidity Analysis

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V-Lab

Wereldhave NV Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 10th, 2024:5837.80 (4.21)

Analysis last updated: Saturday, May 11, 2024 at 03:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5529	4.18
$α$	0.0810	9.62
$β$	0.9047	86.59
$γ_{1}$	-0.3886	-4.28
$γ_{2}$	0.6707	4.21
$γ_{3}$	-0.4273	-3.08
$γ_{4}$	0.1502	1.40
$γ_{5}$	0.0442	0.65
$γ_{6}$	-0.0501	-1.06
$γ_{7}$	-0.0278	-0.68
$γ_{8}$	0.1530	3.90
$γ_{9}$	-0.3023	-5.81

Estimation Period:
Jan 1, 1990 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts