V-Lab: Sensteed Hi-tech Group Spline ILLIQ Liquidity Analysis

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V-Lab

Sensteed Hi-tech Group Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 6th, 2024:231.93 (-96.04)

Analysis last updated: Wednesday, May 1, 2024 at 08:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7550	5.09
$α$	0.2928	0.61
$β$	0.7072	1.48
$γ_{1}$	-0.2141	-2.47
$γ_{2}$	0.6006	5.09
$γ_{3}$	-1.7882	-20.34
$γ_{4}$	3.4390	16.18
$γ_{5}$	-4.3867	-9.43

Estimation Period:
Jun 22, 2000 to Apr 30, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Sensteed Hi-tech Group Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM