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

V-Lab

Chams Holding Company PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:1,385.15 (469.38)

Analysis last updated: Thursday, May 8, 2025 at 11:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.0929	30,928,780.00
$α$	0.8236	8,235,790.00
$β$	0.1730	1,729,700.00
$γ_{1}$	-34.5127	-345,126,600.00
$γ_{2}$	-208.9280	-2,089,280,000.00
$γ_{3}$	1,052.4760	10,524,760,000.00
$γ_{4}$	-1,561.6410	-15,616,410,000.00
$γ_{5}$	980.7052	9,807,052,000.00
$γ_{6}$	-237.1325	-2,371,325,000.00
$γ_{7}$	12.5946	125,946,200.00
$γ_{8}$	-5.0891	-50,890,820.00
$γ_{9}$	0.8842	8,842,320.00
$γ_{10}$	1.4296	14,296,400.00

Estimation Period:
Sep 24, 2008 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Chams Holding Company PLC Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM