V-Lab: Mind Gym Ltd Spline ILLIQ Liquidity Analysis

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V-Lab

Mind Gym Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 17th, 2024:4278563.00 (-270.00)

Analysis last updated: Friday, May 17, 2024 at 09:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3863	0.58
$α$	0.9615	7.95
$β$	0.0072	0.63
$γ_{1}$	4.4307	0.79
$γ_{2}$	-11.3142	-1.09
$γ_{3}$	14.0106	1.28
$γ_{4}$	-14.2347	-1.11
$γ_{5}$	4.9899	0.36
$γ_{6}$	18.4178	1.14
$γ_{7}$	-31.2431	-1.54
$γ_{8}$	9.5871	0.55
$γ_{9}$	34.3014	2.68
$γ_{10}$	-75.8720	-4.04

Estimation Period:
Jun 28, 2018 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Mind Gym Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM