V-Lab: Nath Bio-Genes (India) Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Nath Bio-Genes (India) Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 5th, 2025:3,212.35 (168.07)

Analysis last updated: Sunday, May 4, 2025 at 05:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0627	5.14
$α$	0.2046	15.54
$β$	0.7952	60.50
$γ_{1}$	-0.0498	-1.46

Estimation Period:
Aug 5, 2014 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Nath Bio-Genes (India) Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM