V-Lab: Sportsfield Co Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Sportsfield Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, May 7th, 2025:4,105.08 (-615.68)

Analysis last updated: Sunday, May 4, 2025 at 06:33 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6242	4.52
$α$	0.2392	6.25
$β$	0.7466	20.59
$γ_{1}$	-0.6417	-0.71
$γ_{2}$	-2.2334	-1.23
$γ_{3}$	6.6310	3.52
$γ_{4}$	-5.5313	-3.15

Estimation Period:
Dec 26, 2019 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM