V-Lab: Tait Marketing & Dist Co Ltd Spline ILLIQ Liquidity Analysis

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Tait Marketing & Dist Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, October 30th, 2025:18,667.89 (6,645.42)

Analysis last updated: Thursday, October 30, 2025 at 11:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6830	0.01
$α$	0.2824	0.00
$β$	0.7176	0.00
$γ_{1}$	2.3737	0.00
$γ_{2}$	-9.0204	-0.00
$γ_{3}$	13.9886	0.00
$γ_{4}$	-10.0132	-0.00
$γ_{5}$	2.1188	0.00
$γ_{6}$	1.0144	0.01
$γ_{7}$	-1.2264	-0.06
$γ_{8}$	1.0937	0.01
$γ_{9}$	0.1753	0.00
$γ_{10}$	-1.2931	-0.00

Estimation Period:
Sep 12, 2006 to Oct 23, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Tait Marketing & Dist Co Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM