V-Lab: IDI Insurance Co Ltd Spline ILLIQ Liquidity Analysis

V-Lab

IDI Insurance Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Sunday, June 29th, 2025:5,330.56 (-226.99)

Analysis last updated: Friday, June 27, 2025 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3227	8.27
$α$	0.0863	8.68
$β$	0.8939	71.44
$γ_{1}$	-0.0105	-1.87

Estimation Period:
Aug 15, 2013 to Jun 26, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other IDI Insurance Co Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM