V-Lab: EOH Holdings Ltd Spline ILLIQ Liquidity Analysis

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V-Lab

EOH Holdings Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 6th, 2024:62872.60 (-3270.18)

Analysis last updated: Saturday, May 4, 2024 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.5478	2.73
$α$	0.2401	4.06
$β$	0.6673	12.62
$γ_{1}$	0.2206	1.00
$γ_{2}$	-0.6112	-1.70
$γ_{3}$	0.8915	2.67
$γ_{4}$	-1.1111	-3.62
$γ_{5}$	0.9725	3.42
$γ_{6}$	-0.4831	-2.04
$γ_{7}$	0.5491	3.09
$γ_{8}$	-0.6114	-3.75
$γ_{9}$	0.3253	1.33
$γ_{10}$	-0.3959	-0.75

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
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM