V-Lab: Grafton Group PLC Spline ILLIQ Liquidity Analysis

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Grafton Group PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, December 1st, 2025:3,691.53 (-603.26)

Analysis last updated: Sunday, November 30, 2025 at 07:52 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4899	3.31
$α$	0.1708	12.70
$β$	0.8270	61.93
$γ_{1}$	-0.8042	-2.49
$γ_{2}$	1.6615	3.09
$γ_{3}$	-0.4769	-1.05
$γ_{4}$	-2.9908	-3.84
$γ_{5}$	5.6851	5.03
$γ_{6}$	-4.3137	-4.93
$γ_{7}$	1.3653	4.24
$γ_{8}$	-0.1658	-0.76

Estimation Period:
May 14, 2001 to Nov 28, 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