V-Lab: Esprit Holdings Ltd Spline ILLIQ Liquidity Analysis

V-Lab

| |

V-Lab

Esprit Holdings Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 6th, 2024:32149.05 (-1382.09)

Analysis last updated: Saturday, May 4, 2024 at 11:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.2170	3.25
$α$	0.2222	11.68
$β$	0.7699	36.34
$γ_{1}$	-0.1869	-1.17
$γ_{2}$	0.4007	1.44
$γ_{3}$	-1.0926	-4.79
$γ_{4}$	2.8481	9.19
$γ_{5}$	-3.5605	-8.34
$γ_{6}$	2.1463	3.96
$γ_{7}$	-1.5644	-1.43
$γ_{8}$	2.8897	1.50
$γ_{9}$	-3.0499	-1.80
$γ_{10}$	1.7558	2.70

Estimation Period:
Dec 9, 1993 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Esprit Holdings Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM