V-Lab: Greencore Group PLC Asymmetric ILLIQ Liquidity Analysis

V-Lab

Greencore Group PLC Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, August 27th, 2025:5,519.08 (-37.50)

Analysis last updated: Thursday, August 28, 2025 at 12:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.7983	0.20
$α$	0.0417	6.34
$β$	0.9792	3,780.58
$γ$	-0.0417	-6.21

Estimation Period:
Jul 29, 1991 to Aug 22, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Greencore Group PLC Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM