V-Lab: Palash Securities Ltd ILLIQ-MFMEM Liquidity Analysis

V-Lab

Palash Securities Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, April 17th, 2025:144983.60 (9779.20)

Analysis last updated: Friday, April 18, 2025 at 12:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$α$	0.5299	6.17
$β$	0.7201	43.07
$γ$	-0.5000	-3.58
$λ_{1}$	4,078,196.0000

Estimation Period:
Jul 28, 2017 to Apr 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ