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

V-Lab

Chams Holding Company PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:644.04 (260.35)

Analysis last updated: Sunday, May 18, 2025 at 03:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5968	15,968,450.00
$α$	0.7482	7,481,760.00
$β$	0.2449	2,449,270.00
$γ_{1}$	-0.6559	-6,558,530.00
$γ_{2}$	-383.2636	-3,832,636,000.00
$γ_{3}$	1,435.6420	14,356,420,000.00
$γ_{4}$	-2,004.5230	-20,045,230,000.00
$γ_{5}$	1,248.8470	12,488,470,000.00
$γ_{6}$	-310.8548	-3,108,548,000.00
$γ_{7}$	23.1815	231,814,700.00
$γ_{8}$	-23.5984	-235,983,500.00
$γ_{9}$	43.4158	434,157,800.00
$γ_{10}$	-80.2370	-802,369,800.00

Estimation Period:
Sep 24, 2008 to May 16, 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