V-Lab: Grafton Group PLC Spline ILLIQ Liquidity Analysis

V-Lab

Grafton Group PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, July 7th, 2025:5,073.52 (-268.94)

Analysis last updated: Tuesday, July 8, 2025 at 05:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5179	3.40
$α$	0.1749	15.71
$β$	0.8238	71.83
$γ_{1}$	-1.0772	-3.57
$γ_{2}$	2.9967	4.61
$γ_{3}$	-4.2903	-6.03
$γ_{4}$	4.2395	6.89
$γ_{5}$	-2.5448	-6.90
$γ_{6}$	0.7991	4.03

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
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM