V-Lab: Palash Securities Ltd Spline ILLIQ Liquidity Analysis

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Palash Securities Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, November 6th, 2025:106,384.50 (-45,271.00)

Analysis last updated: Wednesday, November 5, 2025 at 10:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	3.1270	0.00
$α$	0.4392	0.00
$β$	0.5608	0.00
$γ_{1}$	0.5540	0.00
$γ_{2}$	-5.3731	-0.05
$γ_{3}$	8.1801	0.03
$γ_{4}$	-10.5919	-0.03
$γ_{5}$	15.7844	0.03
$γ_{6}$	-14.8498	-0.02
$γ_{7}$	9.9290	0.01
$γ_{8}$	-4.9397	-0.01
$γ_{9}$	4.8829	0.05

Estimation Period:
Jul 28, 2017 to Nov 4, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM