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

V-Lab

Future Generation Australia Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, September 1st, 2025:17,542.30 (-2,425.91)

Analysis last updated: Saturday, August 30, 2025 at 07:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7111	1.74
$α$	0.1326	17.24
$β$	0.8643	99.51
$γ_{1}$	-0.0188	-1.21
$γ_{2}$	0.0696	2.27
$γ_{3}$	-0.1037	-3.49

Estimation Period:
Mar 6, 1997 to Aug 29, 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