V-Lab: Lankem Developments Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Lankem Developments Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, July 31st, 2025:3,078.18 (-233.38)

Analysis last updated: Thursday, July 31, 2025 at 11:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	8.1767	0.19
$α$	0.2819	0.24
$β$	0.7180	0.60
$γ_{1}$	0.5509	1.43
$γ_{2}$	-1.6420	-2.49
$γ_{3}$	2.8138	3.93
$γ_{4}$	-3.1083	-3.97
$γ_{5}$	1.4569	2.14
$γ_{6}$	0.5537	0.87
$γ_{7}$	-1.3560	-2.18
$γ_{8}$	0.6448	0.52

Estimation Period:
Aug 11, 1997 to Jul 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Lankem Developments Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM