V-Lab: Coor Service Management Holding AB Spline ILLIQ Liquidity Analysis

V-Lab

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V-Lab

Coor Service Management Holding AB Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, May 1st, 2024:3014.57 (87.25)

Analysis last updated: Wednesday, May 1, 2024 at 08:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	2.2790	9.96
$α$	0.0952	5.43
$β$	0.8222	23.16
$γ_{1}$	-0.0778	-4.18
$γ_{2}$	0.2243	6.84

Estimation Period:
Jun 16, 2015 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Coor Service Management Holding AB Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM