V-Lab: Wereldhave NV Spline ILLIQ Liquidity Analysis

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Wereldhave NV Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, November 17th, 2025:5,206.03 (208.70)

Analysis last updated: Sunday, November 16, 2025 at 02:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2546	0.62
$α$	0.0680	0.04
$β$	0.9320	0.55
$γ_{1}$	-0.0459	-0.03
$γ_{2}$	0.0840	0.03

Estimation Period:
Jan 1, 1990 to Nov 14, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts