V-Lab: Far East Consortium International Ltd/HK Spline ILLIQ Liquidity Analysis

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V-Lab

Far East Consortium International Ltd/HK Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, April 18th, 2024:17037.19 (1704.13)

Analysis last updated: Thursday, April 18, 2024 at 10:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0075	4.99
$α$	0.1667	10.79
$β$	0.8330	53.85
$γ_{1}$	-0.0941	-0.45
$γ_{2}$	-0.6145	-1.01
$γ_{3}$	1.6965	1.02
$γ_{4}$	-0.1846	-0.11
$γ_{5}$	-1.9235	-2.24
$γ_{6}$	0.9963	1.95
$γ_{7}$	0.4547	1.39
$γ_{8}$	-0.4447	-2.19
$γ_{9}$	0.2545	1.20

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Far East Consortium International Ltd/HK Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM