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

V-Lab

IDI Insurance Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, April 17th, 2025:6699.38 (-403.74)

Analysis last updated: Friday, April 18, 2025 at 12:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3535	8.37
$α$	0.0865	8.57
$β$	0.8930	69.78
$γ_{1}$	-0.0083	-1.43

Estimation Period:
Aug 15, 2013 to Apr 10, 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