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

V-Lab

ETS Holdings Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, June 20th, 2025:1,789.19 (160.94)

Analysis last updated: Saturday, June 21, 2025 at 12:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2058	2.29
$α$	0.1748	8.25
$β$	0.8251	38.93
$γ_{1}$	-0.4222	-5.70
$γ_{2}$	0.2421	1.64
$γ_{3}$	0.6561	3.44
$γ_{4}$	-0.8336	-4.82
$γ_{5}$	0.4898	4.59
$γ_{6}$	-0.0793	-0.74

Estimation Period:
Mar 28, 1995 to Jun 13, 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