V-Lab: Hutchison Port Holdings Trust Spline ILLIQ Liquidity Analysis

V-Lab

Hutchison Port Holdings Trust Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, August 25th, 2025:4,438,036.00 (-31,003.00)

Analysis last updated: Sunday, August 24, 2025 at 03:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3284	5.07
$α$	0.1479	3.37
$β$	0.7556	14.11
$γ_{1}$	0.6167	2.40
$γ_{2}$	-0.5045	-1.27
$γ_{3}$	-0.5864	-1.65
$γ_{4}$	1.3214	3.70
$γ_{5}$	-1.8043	-5.48
$γ_{6}$	1.9940	5.36
$γ_{7}$	-2.2808	-4.07
$γ_{8}$	3.0062	3.64

Estimation Period:
Apr 2, 2012 to Aug 22, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Hutchison Port Holdings Trust Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM