V-Lab: Hatton National Bank Ltd Asymmetric ILLIQ Liquidity Analysis

V-Lab

Hatton National Bank Ltd Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:2,318.48 (-31.81)

Analysis last updated: Sunday, June 29, 2025 at 01:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.11
$α$	0.0000	0.00
$β$	0.9843	549.60
$γ$	0.0313	0.73

Estimation Period:
Feb 19, 2007 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Hatton National Bank Ltd Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM