V-Lab: Super Value Co Ltd ILLIQ-MFMEM Liquidity Analysis

V-Lab

Super Value Co Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:9,328.06 (-1,244.34)

Analysis last updated: Thursday, May 8, 2025 at 11:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1523	0.16
$β$	0.6953	8.19
$γ$	-0.1523	-0.08
$λ_{1}$	10.0000	0.24
$λ_{2}$	0.1841	0.24
$λ_{3}$	0.8159	2.25

Estimation Period:
Feb 15, 2008 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Super Value Co Ltd Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ