V-Lab: Barramundi Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Barramundi Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, July 30th, 2025:105,215.40 (44,541.98)

Analysis last updated: Thursday, July 31, 2025 at 02:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2705	5.39
$α$	0.3367	2.92
$β$	0.0822	1.42
$γ_{1}$	-0.7936	-4.47
$γ_{2}$	0.9263	3.55
$γ_{3}$	-0.0315	-0.20
$γ_{4}$	-0.1976	-1.10
$γ_{5}$	-0.0205	-0.12
$γ_{6}$	0.4288	3.34
$γ_{7}$	-0.8559	-6.30

Estimation Period:
Oct 26, 2006 to Jul 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Barramundi Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM