V-Lab: Ashtrom Group Ltd ILLIQ-MFMEM Liquidity Analysis

V-Lab

Ashtrom Group Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Sunday, April 27th, 2025:5454.01 (-474.39)

Analysis last updated: Saturday, April 26, 2025 at 03:51 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1218	5.15
$β$	0.8691	220.41
$γ$	-0.1218	-4.49
$λ_{1}$	2.2238	16.13
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9969	390.63

Estimation Period:
Aug 25, 2014 to Apr 24, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Ashtrom Group Ltd Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ