V-Lab: Ashtrom Group Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Ashtrom Group Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Sunday, April 27th, 2025:5395.46 (-481.61)

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
$ω$	2.0872	5.34
$α$	0.1232	7.44
$β$	0.8663	53.82
$γ_{1}$	0.0178	1.37

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
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM