V-Lab: Barramundi Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Barramundi Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, June 3rd, 2025:100,808.70 (-10,717.40)

Analysis last updated: Sunday, June 1, 2025 at 03:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2637	5.32
$α$	0.3215	2.82
$β$	0.0666	1.24
$γ_{1}$	-0.8108	-4.40
$γ_{2}$	0.9448	3.51
$γ_{3}$	-0.0367	-0.23
$γ_{4}$	-0.1745	-0.99
$γ_{5}$	-0.0738	-0.44
$γ_{6}$	0.5013	4.27
$γ_{7}$	-0.9441	-7.72

Estimation Period:
Oct 26, 2006 to May 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Barramundi Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM