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 Tuesday, December 2nd, 2025:1,011.64 (-11.20)

Analysis last updated: Wednesday, December 3, 2025 at 01:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.9322	0.38
$α$	0.8329	23.72
$β$	0.1658	4.13
$γ_{1}$	-74.1661	-0.98
$γ_{2}$	242.1567	2.37
$γ_{3}$	-282.1135	-10.13
$γ_{4}$	136.4610	45.17
$γ_{5}$	-25.2069	-13.64
$γ_{6}$	3.9927	4.71
$γ_{7}$	-2.5228	-1.17
$γ_{8}$	3.2808	1.10

Estimation Period:
Sep 24, 2008 to Nov 28, 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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