V-Lab: Grafton Group PLC Spline ILLIQ Liquidity Analysis

V-Lab

Grafton Group PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, August 4th, 2025:5,075.54 (-541.53)

Analysis last updated: Monday, August 4, 2025 at 05:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5306	3.43
$α$	0.1751	15.80
$β$	0.8236	72.23
$γ_{1}$	-1.0552	-3.58
$γ_{2}$	2.9516	4.64
$γ_{3}$	-4.2804	-6.09
$γ_{4}$	4.2962	6.92
$γ_{5}$	-2.6017	-6.89
$γ_{6}$	0.7971	4.02

Estimation Period:
May 14, 2001 to Aug 1, 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