V-Lab
Peregrine Holdings Ltd Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Wednesday, September 30th, 2020:3764.76 (-105.46)
Analysis last updated: Tuesday, September 29, 2020 at 06:35 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9579 | 1.25 | |
| 0.1949 | 6.40 | |
| 0.7984 | 28.79 | |
| 0.5165 | 3.48 | |
| -1.2526 | -5.26 | |
| 1.2742 | 5.83 | |
| -0.6055 | -1.77 | |
| -0.5692 | -1.30 | |
| 1.4934 | 3.29 | |
| -1.2492 | -2.86 |
Estimation Period:
Jun 10, 1998 to Sep 25, 2020
Jun 10, 1998 to Sep 25, 2020
News Impact Curve
Liquidity Forecasts
Other Peregrine Holdings Ltd Analyses