V-Lab: Daetwyler Holding AG Spline ILLIQ Liquidity Analysis

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V-Lab

Daetwyler Holding AG Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 22nd, 2024:9667.52 (-979.37)

Analysis last updated: Saturday, April 20, 2024 at 08:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1143	4.78
$α$	0.1029	8.09
$β$	0.8639	57.00
$γ_{1}$	-0.0689	-1.50
$γ_{2}$	0.2348	3.25
$γ_{3}$	-0.3479	-5.02
$γ_{4}$	0.2842	3.69
$γ_{5}$	-0.2162	-3.70
$γ_{6}$	0.2132	6.04
$γ_{7}$	-0.1175	-3.96
$γ_{8}$	0.0991	2.56

Estimation Period:
Apr 19, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Daetwyler Holding AG Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM