V-Lab: East Delta Flour Mills Spline ILLIQ Liquidity Analysis

V-Lab

East Delta Flour Mills Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, April 17th, 2025:10235.75 (-597.59)

Analysis last updated: Thursday, April 17, 2025 at 11:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5033	4.87
$α$	0.0617	5.27
$β$	0.9045	42.76
$γ_{1}$	0.2278	1.39
$γ_{2}$	-0.4910	-1.88
$γ_{3}$	0.4093	1.76
$γ_{4}$	-0.4441	-1.79
$γ_{5}$	0.8538	4.12
$γ_{6}$	-1.0346	-6.05
$γ_{7}$	0.7308	4.81
$γ_{8}$	-0.5659	-3.04
$γ_{9}$	0.4220	1.36
$γ_{10}$	0.0777	0.12

Estimation Period:
Oct 11, 1996 to Apr 3, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other East Delta Flour Mills Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM