V-Lab: Palash Securities Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Palash Securities Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, July 11th, 2025:37,688.07 (-13,453.74)

Analysis last updated: Friday, July 11, 2025 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	3.5983	0.00
$α$	0.3511	0.00
$β$	0.6489	0.00
$γ_{1}$	-0.0247	-0.00
$γ_{2}$	-3.6707	-0.00
$γ_{3}$	6.9156	0.01
$γ_{4}$	-22.3069	-0.00
$γ_{5}$	49.8735	0.00
$γ_{6}$	-45.9047	-0.00
$γ_{7}$	16.2475	0.00
$γ_{8}$	-0.3650	-0.00

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Palash Securities Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM