V-Lab: Curro Holdings Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Curro Holdings Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, July 29th, 2025:4,961.47 (1,440.49)

Analysis last updated: Wednesday, July 30, 2025 at 01:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.2537	3.12
$α$	0.1438	9.29
$β$	0.8165	38.09
$γ_{1}$	-0.0983	-1.31
$γ_{2}$	0.3768	3.79
$γ_{3}$	-0.4702	-7.95
$γ_{4}$	0.2880	4.11

Estimation Period:
Jun 2, 2011 to Jul 25, 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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