V-Lab: Palash Securities Ltd Spline ILLIQ Liquidity Analysis

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Palash Securities Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, December 8th, 2025:158,671.90 (57,152.10)

Analysis last updated: Sunday, December 7, 2025 at 02:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0748	0.00
$α$	0.3472	0.00
$β$	0.6528	0.00
$γ_{1}$	-3.7431	-0.08
$γ_{2}$	4.5084	0.02
$γ_{3}$	-4.5548	-0.01
$γ_{4}$	7.6382	0.01
$γ_{5}$	-6.5505	-0.01
$γ_{6}$	4.5672	0.01
$γ_{7}$	-0.9792	-0.00

Estimation Period:
Jul 28, 2017 to Dec 5, 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