V-Lab: Curro Holdings Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Curro Holdings Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:2,861.85 (-349.79)

Analysis last updated: Sunday, June 29, 2025 at 12:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.6840	3.11
$α$	0.1418	8.53
$β$	0.8068	34.07
$γ_{1}$	0.1753	0.85
$γ_{2}$	-0.3273	-1.16
$γ_{3}$	0.6441	4.72
$γ_{4}$	-0.8199	-6.74
$γ_{5}$	0.3657	2.36
$γ_{6}$	-0.0267	-0.11

Estimation Period:
Jun 2, 2011 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM