V-Lab: Curro Holdings Ltd Spline ILLIQ Liquidity Analysis

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V-Lab

Curro Holdings Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, May 7th, 2024:6692.95 (-54.96)

Analysis last updated: Tuesday, May 7, 2024 at 08:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4910	2.96
$α$	0.1461	8.60
$β$	0.8096	34.50
$γ_{1}$	0.0403	0.24
$γ_{2}$	-0.0437	-0.19
$γ_{3}$	0.3725	3.04
$γ_{4}$	-0.7812	-7.49
$γ_{5}$	0.7782	4.82

Estimation Period:
Jun 2, 2011 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM