V-Lab: Advtech Ltd Spline ILLIQ Liquidity Analysis

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V-Lab

Advtech Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 3rd, 2024:2776.66 (1279.11)

Analysis last updated: Friday, May 3, 2024 at 08:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3238	2.84
$α$	0.1175	3.72
$β$	0.8436	23.38
$γ_{1}$	0.1875	0.92
$γ_{2}$	-0.6832	-1.99
$γ_{3}$	0.7330	2.52
$γ_{4}$	-0.3231	-1.17
$γ_{5}$	0.1748	0.93
$γ_{6}$	-0.3755	-2.29
$γ_{7}$	0.7733	3.78
$γ_{8}$	-0.7690	-4.67
$γ_{9}$	0.3336	2.31

Estimation Period:
Nov 20, 1997 to Apr 30, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Advtech Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM