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

V-Lab

Grafton Group PLC ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, August 26th, 2025:3,924.30 (106.76)

Analysis last updated: Sunday, August 24, 2025 at 04:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0563	0.00
$β$	0.2714	0.25
$γ$	-0.0563	-0.00
$λ_{1}$	10.0000	0.00
$λ_{2}$	0.5407	0.00
$λ_{3}$	0.4593	0.01

Estimation Period:
May 14, 2001 to Aug 22, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Grafton Group PLC Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ