V-Lab: Barramundi Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Barramundi Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:247,186.70 (155,552.89)

Analysis last updated: Sunday, June 29, 2025 at 08:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2678	5.35
$α$	0.3320	2.88
$β$	0.0802	1.39
$γ_{1}$	-0.8016	-4.44
$γ_{2}$	0.9346	3.53
$γ_{3}$	-0.0331	-0.21
$γ_{4}$	-0.1872	-1.05
$γ_{5}$	-0.0470	-0.27
$γ_{6}$	0.4672	3.81
$γ_{7}$	-0.9067	-7.19

Estimation Period:
Oct 26, 2006 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Barramundi Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM