V-Lab: Distell Group Ltd Spline ILLIQ Liquidity Analysis

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V-Lab

Distell Group Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, June 8th, 2018:1998.84 (-109.42)

Analysis last updated: Thursday, June 7, 2018 at 05:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.2230	7.01
$α$	0.1230	4.75
$β$	0.5885	9.18
$γ_{1}$	0.0810	0.90
$γ_{2}$	-0.1492	-1.05
$γ_{3}$	0.0997	0.95
$γ_{4}$	-0.1200	-1.23
$γ_{5}$	0.2193	1.99
$γ_{6}$	-0.3645	-2.98
$γ_{7}$	0.4291	3.98
$γ_{8}$	-0.1993	-1.53

Estimation Period:
Jan 8, 1990 to May 25, 2018

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Distell Group Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM