V-Lab: Hosken Consolidated Investments Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Hosken Consolidated Investments Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:2,090.13 (-113.59)

Analysis last updated: Sunday, June 29, 2025 at 12:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0335	10,334,900.00
$α$	0.0789	789,180.00
$β$	0.9211	9,210,780.00
$γ_{1}$	-0.7378	-7,378,460.00
$γ_{2}$	1.1421	11,420,730.00
$γ_{3}$	-0.7835	-7,835,440.00
$γ_{4}$	0.4942	4,942,220.00
$γ_{5}$	-0.3061	-3,060,760.00
$γ_{6}$	0.4552	4,551,590.00
$γ_{7}$	-0.2769	-2,769,430.00
$γ_{8}$	-0.1717	-1,716,780.00
$γ_{9}$	0.3997	3,996,850.00

Estimation Period:
Jan 10, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Hosken Consolidated Investments Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM