V-Lab: Chia Ta World Co Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Chia Ta World Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 9th, 2025:8,775.44 (928.46)

Analysis last updated: Sunday, June 8, 2025 at 02:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9860	5.41
$α$	0.2310	13.60
$β$	0.7688	45.04
$γ_{1}$	-0.1857	-3.44
$γ_{2}$	0.2979	4.31
$γ_{3}$	-0.2558	-7.42
$γ_{4}$	0.2976	6.04

Estimation Period:
Feb 9, 2001 to Jun 6, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Chia Ta World Co Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM