V-Lab: Argo Global Listed Infrastructure Limited Spline ILLIQ Liquidity Analysis

V-Lab

Argo Global Listed Infrastructure Limited Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:109,871.40 (35,392.68)

Analysis last updated: Thursday, May 8, 2025 at 09:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4829	7.44
$α$	0.1111	5.92
$β$	0.8572	37.74
$γ_{1}$	-0.0079	-1.03

Estimation Period:
Jul 3, 2015 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Argo Global Listed Infrastructure Limited Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM