V-Lab: Saiham Textile Spline ILLIQ Liquidity Analysis

V-Lab

Saiham Textile Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, July 31st, 2025:4,376.25 (406.56)

Analysis last updated: Thursday, July 31, 2025 at 09:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7957	1.64
$α$	0.5365	2.87
$β$	0.4608	2.50
$γ_{1}$	-0.3243	-0.34
$γ_{2}$	0.7142	0.52
$γ_{3}$	0.5920	0.73
$γ_{4}$	-2.7277	-4.00
$γ_{5}$	2.8738	4.41
$γ_{6}$	0.3886	0.48
$γ_{7}$	-5.6670	-5.23
$γ_{8}$	10.0260	4.24
$γ_{9}$	-15.6284	-2.85
$γ_{10}$	23.0385	2.20

Estimation Period:
Oct 12, 2009 to Jul 24, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Saiham Textile Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM