V-Lab: Alliance Finance Co Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Alliance Finance Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 30th, 2025:5,644.44 (453.64)

Analysis last updated: Friday, May 30, 2025 at 11:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4730	0.00
$α$	0.1537	0.00
$β$	0.8463	0.01
$γ_{1}$	2.5151	0.00
$γ_{2}$	-5.2786	-0.00
$γ_{3}$	2.1912	0.00
$γ_{4}$	1.5472	0.01
$γ_{5}$	-0.5941	-0.02
$γ_{6}$	-1.2287	-0.17
$γ_{7}$	0.6026	0.00
$γ_{8}$	1.1247	0.00
$γ_{9}$	-2.1723	-0.02

Estimation Period:
Aug 11, 1997 to May 23, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Alliance Finance Co Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM