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

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Chams Holding Company PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, December 8th, 2025:4,795.87 (2,452.81)

Analysis last updated: Sunday, December 7, 2025 at 05:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5402	0.23
$α$	0.8358	1.80
$β$	0.1638	3.59
$γ_{1}$	-73.7145	-0.21
$γ_{2}$	241.9927	0.72
$γ_{3}$	-283.7262	-8.98
$γ_{4}$	138.3923	40.23
$γ_{5}$	-25.8332	-12.27
$γ_{6}$	3.9777	1.04
$γ_{7}$	-2.4689	-0.32
$γ_{8}$	3.3836	0.26

Estimation Period:
Sep 24, 2008 to Dec 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
Historical ILLIQ
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