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

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Hatton National Bank Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, December 12th, 2025:116.26 (-5.41)

Analysis last updated: Friday, December 12, 2025 at 10:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	32.3643	0.00
$α$	0.2126	0.00
$β$	0.7874	0.00
$γ_{1}$	-4.6757	-0.00
$γ_{2}$	10.8427	0.01
$γ_{3}$	-10.6532	-0.01
$γ_{4}$	6.1445	0.01
$γ_{5}$	-1.8828	-0.51
$γ_{6}$	-0.3955	-0.00
$γ_{7}$	1.4759	0.00
$γ_{8}$	-1.3040	-0.00
$γ_{9}$	-0.8445	-0.00

Estimation Period:
Feb 19, 2007 to Dec 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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