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

V-Lab

Chams Holding Company PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, September 16th, 2025:1,761.20 (-334.76)

Analysis last updated: Tuesday, September 16, 2025 at 11:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2343	0.01
$α$	0.8369	0.01
$β$	0.1631	0.00
$γ_{1}$	-74.0322	-0.00
$γ_{2}$	241.4630	0.00
$γ_{3}$	-278.5701	-0.01
$γ_{4}$	130.5464	0.04
$γ_{5}$	-21.7368	-0.02
$γ_{6}$	3.3890	0.03
$γ_{7}$	-2.5202	-0.00
$γ_{8}$	3.3155	0.00

Estimation Period:
Sep 24, 2008 to Sep 12, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
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