V-Lab: Giordano International Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Giordano International Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 16th, 2025:3,625.50 (75.67)

Analysis last updated: Saturday, June 14, 2025 at 11:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5274	0.00
$α$	0.0919	0.00
$β$	0.9081	0.00
$γ_{1}$	-0.6105	-0.00
$γ_{2}$	0.5310	0.00
$γ_{3}$	0.9526	0.00
$γ_{4}$	-1.9672	-0.10
$γ_{5}$	1.7679	0.01
$γ_{6}$	-0.8574	-0.00
$γ_{7}$	0.1368	0.00

Estimation Period:
Jun 19, 1991 to Jun 13, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Giordano International Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM