V-Lab: Daetwyler Holding AG Spline ILLIQ Liquidity Analysis

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V-Lab

Daetwyler Holding AG Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 2nd, 2024:8656.87 (55.44)

Analysis last updated: Saturday, May 4, 2024 at 06:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1187	4.79
$α$	0.1028	8.09
$β$	0.8640	56.95
$γ_{1}$	-0.0677	-1.47
$γ_{2}$	0.2326	3.22
$γ_{3}$	-0.3465	-5.00
$γ_{4}$	0.2835	3.67
$γ_{5}$	-0.2158	-3.67
$γ_{6}$	0.2130	6.02
$γ_{7}$	-0.1168	-3.95
$γ_{8}$	0.0955	2.47

Estimation Period:
Apr 19, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Daetwyler Holding AG Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM