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

V-Lab

Future Generation Australia Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, June 18th, 2025:20,060.32 (-868.45)

Analysis last updated: Wednesday, June 18, 2025 at 09:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5689	2.10
$α$	0.1371	16.47
$β$	0.8604	93.78
$γ_{1}$	-0.1770	-1.18
$γ_{2}$	0.1656	0.74
$γ_{3}$	0.0521	0.33
$γ_{4}$	-0.3680	-1.87
$γ_{5}$	1.2506	4.26
$γ_{6}$	-1.6869	-4.74
$γ_{7}$	1.1051	3.35
$γ_{8}$	-0.5372	-2.07
$γ_{9}$	0.2454	0.91

Estimation Period:
Mar 6, 1997 to Jun 13, 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