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

V-Lab

Future Generation Australia Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:27,024.93 (-486.50)

Analysis last updated: Saturday, May 31, 2025 at 08:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7238	2.67
$α$	0.1337	17.07
$β$	0.8645	102.89
$γ_{1}$	-0.0717	-0.95
$γ_{2}$	-0.1594	-0.95
$γ_{3}$	0.7736	2.30
$γ_{4}$	-0.8301	-2.04
$γ_{5}$	0.3308	1.27
$γ_{6}$	-0.1386	-0.92

Estimation Period:
Mar 6, 1997 to May 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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