V-Lab: Samorita Hospitals Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Samorita Hospitals Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Sunday, June 22nd, 2025:3,341.16 (-672.44)

Analysis last updated: Friday, June 20, 2025 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8044	0.02
$α$	0.4375	0.00
$β$	0.5625	0.00
$γ_{1}$	-2.4472	-0.01
$γ_{2}$	-3.3266	-0.01
$γ_{3}$	-4.0572	-0.00
$γ_{4}$	46.6163	0.00
$γ_{5}$	-61.7882	-0.00
$γ_{6}$	28.8515	0.00
$γ_{7}$	-5.0650	-0.00
$γ_{8}$	2.8466	0.00

Estimation Period:
Oct 12, 2009 to Jun 19, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
Historical ILLIQ
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