V-Lab: Grafton Group PLC Spline ILLIQ Liquidity Analysis

V-Lab

Grafton Group PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, August 26th, 2025:4,414.46 (277.54)

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
$ω$	1.1019	2.02
$α$	0.1912	10.26
$β$	0.8063	43.00
$γ_{1}$	-1.2328	-3.46
$γ_{2}$	2.4463	5.04
$γ_{3}$	-1.6147	-4.65
$γ_{4}$	0.7852	2.46
$γ_{5}$	-3.4682	-3.55
$γ_{6}$	7.1170	3.61
$γ_{7}$	-5.5444	-3.27
$γ_{8}$	1.5642	2.47
$γ_{9}$	-0.0395	-0.12
$γ_{10}$	0.0137	0.04

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
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM