V-Lab: Gtv Engineering Limited Spline ILLIQ Liquidity Analysis

V-Lab

Gtv Engineering Limited Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, July 17th, 2025:1,134.44 (-17.57)

Analysis last updated: Friday, July 18, 2025 at 02:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4217	1.93
$α$	0.2599	6.57
$β$	0.5725	8.52
$γ_{1}$	0.4778	0.24
$γ_{2}$	0.0082	0.00
$γ_{3}$	-5.6582	-3.36
$γ_{4}$	9.4209	6.90
$γ_{5}$	-3.6257	-3.17
$γ_{6}$	-1.2494	-1.25
$γ_{7}$	-2.9928	-1.76

Estimation Period:
Nov 27, 2015 to Jul 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Gtv Engineering Limited Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM