V-Lab: ETS Holdings Co Ltd ILLIQ-MFMEM Liquidity Analysis

V-Lab

ETS Holdings Co Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:4,487.76 (-625.50)

Analysis last updated: Thursday, May 8, 2025 at 11:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.1700	0.15
$β$	0.8356	56.09
$γ$	-0.1700	-0.07
$λ_{1}$	0.3964	0.16
$λ_{2}$	0.0787	0.16
$λ_{3}$	0.9213	24.89

Estimation Period:
Mar 28, 1995 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other ETS Holdings Co Ltd Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ