V-Lab: Mehai Tchnlgy Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Mehai Tchnlgy Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 30th, 2025:16,715.26 (4,482.19)

Analysis last updated: Friday, May 30, 2025 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	2.8504	0.00
$α$	0.3170	0.00
$β$	0.6830	0.00
$γ_{1}$	7.5003	0.01
$γ_{2}$	-25.8860	-0.51
$γ_{3}$	34.7455	0.02
$γ_{4}$	-36.5587	-0.28
$γ_{5}$	38.6004	0.01
$γ_{6}$	-25.0885	-0.00
$γ_{7}$	7.0496	0.00
$γ_{8}$	-1.5087	-0.00
$γ_{9}$	5.8795	0.00

Estimation Period:
Oct 9, 2017 to May 23, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Mehai Tchnlgy Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM