V-Lab: Palash Securities Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Palash Securities Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:22,838.71 (-10,895.94)

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
$ω$	0.9509	0.01
$α$	0.3310	0.00
$β$	0.6690	0.00
$γ_{1}$	-3.0922	-0.01
$γ_{2}$	-0.4282	-0.00
$γ_{3}$	6.9357	0.02
$γ_{4}$	-19.2060	-0.01
$γ_{5}$	40.6712	0.01
$γ_{6}$	-39.5989	-0.01
$γ_{7}$	19.1998	0.00
$γ_{8}$	-8.4341	-0.00

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
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM