V-Lab: Infobeans Technologies Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Infobeans Technologies Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:3,339.62 (-265.87)

Analysis last updated: Sunday, May 18, 2025 at 12:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0280	3.28
$α$	0.0984	4.23
$β$	0.8794	26.15
$γ_{1}$	-1.2067	-4.04
$γ_{2}$	1.8628	4.33
$γ_{3}$	-0.5914	-2.33

Estimation Period:
Oct 11, 2017 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Infobeans Technologies Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM