V-Lab: Gtv Engineering Limited Spline ILLIQ Liquidity Analysis

V-Lab

Gtv Engineering Limited Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, July 29th, 2025:25,812.62 (24,756.31)

Analysis last updated: Tuesday, July 29, 2025 at 11:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4381	1.94
$α$	0.2610	6.61
$β$	0.5727	8.60
$γ_{1}$	0.5727	0.30
$γ_{2}$	-0.2332	-0.09
$γ_{3}$	-5.3903	-3.23
$γ_{4}$	9.4065	6.80
$γ_{5}$	-3.8592	-3.25
$γ_{6}$	-1.2716	-1.23
$γ_{7}$	-2.7574	-1.85

Estimation Period:
Nov 27, 2015 to Jul 25, 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