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 2nd, 2025:3,375.58 (-664.78)

Analysis last updated: Sunday, June 1, 2025 at 01:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2070	2.23
$α$	0.1779	4.28
$β$	0.8220	19.76
$γ_{1}$	-0.4586	-4.69
$γ_{2}$	0.2265	1.46
$γ_{3}$	0.6387	4.57
$γ_{4}$	-0.5898	-4.54
$γ_{5}$	0.0944	0.90
$γ_{6}$	0.2332	1.98
$γ_{7}$	-0.1168	-0.68

Estimation Period:
Mar 28, 1995 to May 30, 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