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

V-Lab

Grafton Group PLC ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, July 7th, 2025:3,584.56 (-237.30)

Analysis last updated: Tuesday, July 8, 2025 at 05:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0559	0.00
$β$	0.2721	0.25
$γ$	-0.0559	-0.00
$λ_{1}$	10.0000	0.00
$λ_{2}$	0.5411	0.00
$λ_{3}$	0.4589	0.01

Estimation Period:
May 14, 2001 to Jul 4, 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