V-Lab: Tsui Wah Holdings Ltd Spline ILLIQ Liquidity Analysis

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V-Lab

Tsui Wah Holdings Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 6th, 2024:1537915.00 (-125801.00)

Analysis last updated: Saturday, May 4, 2024 at 10:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8782	6.01
$α$	0.2302	8.22
$β$	0.7695	27.42
$γ_{1}$	0.1573	0.08
$γ_{2}$	-0.0159	-0.01
$γ_{3}$	0.0304	0.02
$γ_{4}$	-1.4288	-0.77
$γ_{5}$	3.9805	1.68
$γ_{6}$	-5.4064	-2.13
$γ_{7}$	4.5109	2.21
$γ_{8}$	-4.4548	-2.59
$γ_{9}$	6.9235	3.80

Estimation Period:
Nov 26, 2012 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Tsui Wah Holdings Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM