V-Lab: Nexa Resources Atacocha SAA Spline ILLIQ Liquidity Analysis

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V-Lab

Nexa Resources Atacocha SAA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, March 28th, 2025:8011218.00 (2766569.00)

Analysis last updated: Saturday, March 29, 2025 at 01:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.9381	0.88
$α$	0.4916	3.53
$β$	0.5035	3.82
$γ_{1}$	1.7161	4.01
$γ_{2}$	-2.5016	-4.45
$γ_{3}$	1.8972	4.08
$γ_{4}$	-2.3420	-5.81
$γ_{5}$	2.2865	7.23
$γ_{6}$	-2.3507	-5.25
$γ_{7}$	2.8466	3.39
$γ_{8}$	-2.1777	-1.78
$γ_{9}$	-0.5183	-0.46
$γ_{10}$	3.4126	3.58

Estimation Period:
Mar 2, 2007 to Mar 14, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Nexa Resources Atacocha SAA Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM