V-Lab: Curro Holdings Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Curro Holdings Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:2,874.92 (-307.73)

Analysis last updated: Sunday, June 1, 2025 at 03:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.2535	3.06
$α$	0.1454	9.34
$β$	0.8159	37.97
$γ_{1}$	-0.1067	-1.37
$γ_{2}$	0.3936	3.79
$γ_{3}$	-0.4791	-7.74
$γ_{4}$	0.2861	3.86

Estimation Period:
Jun 2, 2011 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
ILLIQ-MFMEM