V-Lab: Gtv Engineering Limited Spline ILLIQ Liquidity Analysis

V-Lab

Gtv Engineering Limited Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:2,512.82 (1,341.60)

Analysis last updated: Sunday, June 1, 2025 at 12:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3547	1.94
$α$	0.2467	6.22
$β$	0.5754	8.24
$γ_{1}$	0.2764	0.14
$γ_{2}$	0.4917	0.18
$γ_{3}$	-6.1229	-3.62
$γ_{4}$	9.3212	7.07
$γ_{5}$	-3.1186	-2.85
$γ_{6}$	-1.0748	-0.99
$γ_{7}$	-3.8847	-1.87

Estimation Period:
Nov 27, 2015 to May 30, 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