V-Lab: Chams Holding Company PLC ILLIQ-MFMEM Liquidity Analysis

V-Lab

Chams Holding Company PLC ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, July 4th, 2025:2,307.14 (-183.30)

Analysis last updated: Saturday, July 5, 2025 at 01:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1446	0.12
$β$	0.8740	64.11
$γ$	-0.1446	-0.06
$λ_{1}$	10.0000	0.21
$λ_{2}$	0.0021	0.23
$λ_{3}$	0.9903	29.33

Estimation Period:
Sep 24, 2008 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
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