V-Lab: B-Gaming Sa Spline ILLIQ Liquidity Analysis

V-Lab

B-Gaming Sa Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:11,122.78 (-1,448.77)

Analysis last updated: Thursday, May 8, 2025 at 09:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6149	2.93
$α$	0.1194	7.29
$β$	0.8800	53.44
$γ_{1}$	-0.0799	-2.57

Estimation Period:
Aug 7, 2007 to Apr 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other B-Gaming Sa Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM