V-Lab: Metair Investments Ltd Spline ILLIQ Liquidity Analysis

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V-Lab

Metair Investments Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 2nd, 2024:15075.40 (-2725.53)

Analysis last updated: Wednesday, May 1, 2024 at 08:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1012	3.55
$α$	0.2136	6.62
$β$	0.6191	14.95
$γ_{1}$	-0.3718	-1.84
$γ_{2}$	0.2510	0.90
$γ_{3}$	0.7728	4.47
$γ_{4}$	-1.5987	-6.87
$γ_{5}$	1.3949	5.72
$γ_{6}$	-0.1910	-1.05
$γ_{7}$	-0.4306	-2.45
$γ_{8}$	0.2064	1.17
$γ_{9}$	-0.0768	-0.48
$γ_{10}$	0.2195	1.18

Estimation Period:
Jan 17, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Metair Investments Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM