V-Lab: Wereldhave NV Spline ILLIQ Liquidity Analysis

V-Lab

Wereldhave NV Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:4,858.30 (217.43)

Analysis last updated: Sunday, May 18, 2025 at 03:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6885	4.45
$α$	0.0810	9.86
$β$	0.9055	89.84
$γ_{1}$	-0.3408	-4.14
$γ_{2}$	0.5983	4.11
$γ_{3}$	-0.4036	-3.06
$γ_{4}$	0.1651	1.48
$γ_{5}$	0.0307	0.41
$γ_{6}$	-0.0725	-1.47
$γ_{7}$	0.0340	0.81
$γ_{8}$	0.0734	1.68
$γ_{9}$	-0.2753	-4.80

Estimation Period:
Jan 1, 1990 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts