V-Lab: EOH Holdings Ltd ILLIQ-MFMEM Liquidity Analysis

V-Lab

| |

V-Lab

EOH Holdings Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, May 6th, 2024:61813.42 (-4224.44)

Analysis last updated: Saturday, May 4, 2024 at 09:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.3255	0.67
$β$	0.6343	31.39
$γ$	-0.3255	-0.34
$λ_{1}$	1.0246	0.79
$λ_{2}$	0.0297	0.73
$λ_{3}$	0.9703	200.98

Estimation Period:
Aug 17, 1998 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other EOH Holdings Ltd Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ