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 30th, 2025:19,776.33 (-2,743.54)

Analysis last updated: Sunday, June 29, 2025 at 02:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7093	1.74
$α$	0.1330	17.22
$β$	0.8640	99.07
$γ_{1}$	-0.0200	-1.26
$γ_{2}$	0.0716	2.29
$γ_{3}$	-0.1035	-3.45

Estimation Period:
Mar 6, 1997 to Jun 27, 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