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

V-Lab

Chams Holding Company PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 14th, 2025:11948.31 (8752.95)

Analysis last updated: Monday, April 14, 2025 at 02:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1496	1,495,570.00
$α$	0.4121	4,120,760.00
$β$	0.2086	2,085,720.00
$γ_{1}$	11.2235	112,234,800.00
$γ_{2}$	-384.7384	-3,847,384,000.00
$γ_{3}$	1,324.7650	13,247,650,000.00
$γ_{4}$	-1,780.9630	-17,809,630,000.00
$γ_{5}$	1,077.8440	10,778,440,000.00
$γ_{6}$	-258.9546	-2,589,546,000.00
$γ_{7}$	17.5760	175,760,200.00
$γ_{8}$	-12.7108	-127,107,800.00
$γ_{9}$	8.7553	87,552,610.00
$γ_{10}$	-5.0560	-50,559,930.00

Estimation Period:
Sep 24, 2008 to Apr 11, 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