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 Friday, November 7th, 2025:1,266.50 (-2,278.60)

Analysis last updated: Saturday, November 8, 2025 at 12:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6713	0.53
$α$	0.8328	17.90
$β$	0.1666	3.49
$γ_{1}$	-74.6584	-0.82
$γ_{2}$	243.2651	1.98
$γ_{3}$	-282.0414	-8.50
$γ_{4}$	134.7440	43.78
$γ_{5}$	-23.8553	-12.57
$γ_{6}$	3.4640	3.77
$γ_{7}$	-2.1141	-0.84
$γ_{8}$	2.7137	0.76

Estimation Period:
Sep 24, 2008 to Oct 31, 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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