V-Lab: Greencore Group PLC Spline ILLIQ Liquidity Analysis

V-Lab

Greencore Group PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, August 27th, 2025:3,068.29 (-287.48)

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
$ω$	0.4263	1.88
$α$	0.2285	12.80
$β$	0.7689	42.57
$γ_{1}$	0.3553	2.24
$γ_{2}$	-0.4941	-1.88
$γ_{3}$	0.0603	0.32
$γ_{4}$	0.8483	3.86
$γ_{5}$	-3.8138	-3.38
$γ_{6}$	6.8792	2.65
$γ_{7}$	-5.2725	-2.22
$γ_{8}$	1.4811	1.94
$γ_{9}$	-0.3327	-1.65

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
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM