V-Lab: Road King Infrastructure Ltd Spline ILLIQ Liquidity Analysis

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V-Lab

Road King Infrastructure Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 2nd, 2024:115958.20 (-3960.10)

Analysis last updated: Wednesday, May 1, 2024 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8998	4.69
$α$	0.1135	5.79
$β$	0.8859	45.05
$γ_{1}$	0.0405	0.16
$γ_{2}$	-0.4068	-1.05
$γ_{3}$	1.1549	5.33
$γ_{4}$	-1.8290	-10.87
$γ_{5}$	1.7094	10.98
$γ_{6}$	-0.9865	-5.73
$γ_{7}$	0.6443	3.24
$γ_{8}$	-0.2510	-0.97

Estimation Period:
Jul 4, 1996 to Apr 30, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Road King Infrastructure Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM