V-Lab: Pyramisa Hotels Spline ILLIQ Liquidity Analysis

V-Lab

Pyramisa Hotels Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, April 17th, 2025:16869.00 (-1369.31)

Analysis last updated: Thursday, April 17, 2025 at 11:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5972	2.97
$α$	0.1098	4.75
$β$	0.8756	41.10
$γ_{1}$	-1.0423	-3.32
$γ_{2}$	2.4219	5.21
$γ_{3}$	-2.2949	-7.16
$γ_{4}$	1.2314	4.63
$γ_{5}$	-0.7273	-2.80
$γ_{6}$	0.9029	2.35

Estimation Period:
Sep 3, 2002 to Apr 10, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Pyramisa Hotels Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM