V-Lab: Debock Industries Ltd Spline ILLIQ Liquidity Analysis

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V-Lab

Debock Industries Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 3rd, 2024:1416.77 (662.04)

Analysis last updated: Friday, May 3, 2024 at 11:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	2.2636	5.27
$α$	0.4283	10.01
$β$	0.5117	13.61
$γ_{1}$	-0.4936	-2.73
$γ_{2}$	0.9719	2.40

Estimation Period:
Jun 5, 2018 to Apr 30, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Debock Industries Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM