V-Lab: Curro Holdings Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Curro Holdings Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, July 17th, 2025:3,802.36 (320.45)

Analysis last updated: Friday, July 18, 2025 at 03:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.2515	3.11
$α$	0.1440	9.29
$β$	0.8164	38.08
$γ_{1}$	-0.1001	-1.33
$γ_{2}$	0.3805	3.80
$γ_{3}$	-0.4727	-7.93
$γ_{4}$	0.2903	4.09

Estimation Period:
Jun 2, 2011 to Jul 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM