V-Lab: Far East Consortium International Ltd/HK Spline ILLIQ Liquidity Analysis

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V-Lab

Far East Consortium International Ltd/HK Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 2nd, 2024:22576.07 (3997.74)

Analysis last updated: Wednesday, May 1, 2024 at 10:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0085	4.89
$α$	0.1661	6.13
$β$	0.8337	30.81
$γ_{1}$	-0.4817	-0.64
$γ_{2}$	0.4209	0.35
$γ_{3}$	0.9645	0.64
$γ_{4}$	-0.2918	-0.17
$γ_{5}$	-1.7199	-2.02
$γ_{6}$	0.9913	1.96
$γ_{7}$	0.4502	1.35
$γ_{8}$	-0.4558	-2.17
$γ_{9}$	0.2810	1.34

Estimation Period:
Jan 1, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Far East Consortium International Ltd/HK Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM