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

V-Lab

Chams Holding Company PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:5,529.10 (1,360.61)

Analysis last updated: Sunday, June 1, 2025 at 03:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0662	0.00
$α$	0.7286	0.43
$β$	0.1663	1.71
$γ_{1}$	-41.1813	-0.06
$γ_{2}$	-94.0013	-0.12
$γ_{3}$	696.9253	3.89
$γ_{4}$	-1,115.8070	-920.21
$γ_{5}$	727.4565	505.38
$γ_{6}$	-179.1413	-78.65
$γ_{7}$	7.4619	1.13
$γ_{8}$	-2.3881	-0.20
$γ_{9}$	-0.6941	-0.03
$γ_{10}$	4.4679	0.13

Estimation Period:
Sep 24, 2008 to May 30, 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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