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

V-Lab

ETS Holdings Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:2,101.38 (288.94)

Analysis last updated: Sunday, June 29, 2025 at 06:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2313	2.38
$α$	0.1739	18.70
$β$	0.8259	88.93
$γ_{1}$	-0.3315	-11.59
$γ_{2}$	0.5346	10.93
$γ_{3}$	-0.3569	-8.69
$γ_{4}$	0.3378	6.48

Estimation Period:
Mar 28, 1995 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other ETS Holdings Co Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM