V-Lab: Future Generation Australia Ltd Asymmetric ILLIQ Liquidity Analysis

V-Lab

Future Generation Australia Ltd Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:19,276.78 (2,229.84)

Analysis last updated: Thursday, May 8, 2025 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.49
$α$	0.1030	10.82
$β$	0.8949	718.82
$γ$	0.0040	0.22

Estimation Period:
Mar 6, 1997 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Future Generation Australia Ltd Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM