V-Lab: Barita Investments Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Barita Investments Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, September 22nd, 2025:16,125.86 (-2,698.82)

Analysis last updated: Sunday, September 21, 2025 at 12:55 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	9.3912	3.03
$α$	0.2648	5.89
$β$	0.7251	21.77
$γ_{1}$	-0.1922	-0.05
$γ_{2}$	-1.1526	-0.22
$γ_{3}$	-2.0047	-0.61
$γ_{4}$	14.7192	2.45
$γ_{5}$	-22.9983	-2.89
$γ_{6}$	21.5065	3.07
$γ_{7}$	-17.4309	-2.99
$γ_{8}$	11.3477	2.51
$γ_{9}$	-5.6958	-1.79

Estimation Period:
May 13, 2013 to Sep 19, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Barita Investments Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM