V-Lab: Palash Securities Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Palash Securities Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, April 17th, 2025:78857.49 (5852.74)

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
$ω$	0.9810	0.01
$α$	0.3288	0.00
$β$	0.6712	0.00
$γ_{1}$	-2.8688	-0.00
$γ_{2}$	-0.8908	-0.00
$γ_{3}$	7.3973	0.02
$γ_{4}$	-18.9506	-0.01
$γ_{5}$	38.7115	0.01
$γ_{6}$	-36.7674	-0.01
$γ_{7}$	16.8042	0.00
$γ_{8}$	-5.2812	-0.00

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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Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM