V-Lab: NCBA Group Plc Spline ILLIQ Liquidity Analysis

V-Lab

NCBA Group Plc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, September 2nd, 2025:7,116.08 (-196.28)

Analysis last updated: Tuesday, September 2, 2025 at 11:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4352	2.40
$α$	0.0580	7.07
$β$	0.9417	114.32
$γ_{1}$	-0.0779	-2.81
$γ_{2}$	0.1207	3.21
$γ_{3}$	-0.0702	-3.03

Estimation Period:
Jan 10, 1991 to Aug 29, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other NCBA Group Plc Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM