V-Lab: Dawood Lawrencepur Ltd Spline ILLIQ Liquidity Analysis

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Dawood Lawrencepur Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, December 15th, 2025:7,189.70 (-942.58)

Analysis last updated: Sunday, December 14, 2025 at 04:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9678	3.20
$α$	0.1867	4.38
$β$	0.7992	22.28
$γ_{1}$	-0.6752	-1.14
$γ_{2}$	2.9619	3.15
$γ_{3}$	-5.2199	-6.67
$γ_{4}$	4.4439	5.42
$γ_{5}$	-1.7309	-2.61
$γ_{6}$	0.4177	0.85
$γ_{7}$	-0.4633	-1.05
$γ_{8}$	0.6141	1.36
$γ_{9}$	-1.7690	-2.96

Estimation Period:
Dec 28, 2004 to Dec 12, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Dawood Lawrencepur Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM