V-Lab: Barramundi Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Barramundi Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 23rd, 2025:64,928.74 (-125,265.16)

Analysis last updated: Saturday, June 21, 2025 at 12:50 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2650	5.33
$α$	0.3224	2.83
$β$	0.0785	1.34
$γ_{1}$	-0.8061	-4.42
$γ_{2}$	0.9400	3.52
$γ_{3}$	-0.0352	-0.22
$γ_{4}$	-0.1825	-1.03
$γ_{5}$	-0.0561	-0.33
$γ_{6}$	0.4786	3.96
$γ_{7}$	-0.9187	-7.30

Estimation Period:
Oct 26, 2006 to Jun 19, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Barramundi Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM