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

V-Lab

Palash Securities Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:45,585.04 (-17,506.73)

Analysis last updated: Thursday, May 8, 2025 at 10:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$α$	0.5313	6.18
$β$	0.7187	42.74
$γ$	-0.5000	-3.59
$λ_{1}$	4,052,692.0000

Estimation Period:
Jul 28, 2017 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Palash Securities Ltd Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ