V-Lab: Grafton Group PLC ILLIQ-MFMEM Liquidity Analysis

V-Lab

Grafton Group PLC ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, August 4th, 2025:4,686.31 (-263.55)

Analysis last updated: Monday, August 4, 2025 at 05:47 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0562	0.00
$β$	0.2716	0.25
$γ$	-0.0562	-0.00
$λ_{1}$	10.0000	0.00
$λ_{2}$	0.5408	0.00
$λ_{3}$	0.4592	0.01

Estimation Period:
May 14, 2001 to Aug 1, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Spline ILLIQ
Asymmetric ILLIQ
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