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 Friday, October 24th, 2025:1,437.79 (70.02)

Analysis last updated: Friday, October 24, 2025 at 11:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5160	0.01
$α$	0.8368	0.01
$β$	0.1631	0.00
$γ_{1}$	-73.6719	-0.00
$γ_{2}$	241.1563	0.00
$γ_{3}$	-280.3040	-0.01
$γ_{4}$	133.6428	0.05
$γ_{5}$	-23.3317	-0.02
$γ_{6}$	3.5366	0.10
$γ_{7}$	-2.4080	-0.00
$γ_{8}$	3.1593	0.00

Estimation Period:
Sep 24, 2008 to Oct 17, 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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