V-Lab: Rnfi Services Limited Spline ILLIQ Liquidity Analysis

V-Lab

Rnfi Services Limited Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 28th, 2025:6002.88 (-910.87)

Analysis last updated: Sunday, April 27, 2025 at 02:39 AM UTC

Date Range:

from

to

6M ·

Parameter Estimates

	param	t-stat
$ω$	1.3069	4.40
$α$	0.0966	1.37
$β$	0.5861	4.18
$γ_{1}$	-1.2079	-0.34

Estimation Period:
Jul 29, 2024 to Apr 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Rnfi Services Limited Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM