V-Lab: Vitura SA Spline ILLIQ Liquidity Analysis

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V-Lab

Vitura SA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 29th, 2024:53629630.00 (-5156150.00)

Analysis last updated: Saturday, April 27, 2024 at 10:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3963	3.48
$α$	0.1199	5.99
$β$	0.8444	30.68
$γ_{1}$	-0.2170	-1.93
$γ_{2}$	0.3970	2.57
$γ_{3}$	-0.3646	-3.02
$γ_{4}$	0.3287	2.25
$γ_{5}$	0.1221	0.61
$γ_{6}$	-0.7657	-1.57

Estimation Period:
Mar 28, 2006 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts