V-Lab: Samorita Hospitals Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Samorita Hospitals Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Sunday, June 1st, 2025:5,798.10 (361.58)

Analysis last updated: Friday, May 30, 2025 at 08:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8071	0.01
$α$	0.4449	0.00
$β$	0.5551	0.00
$γ_{1}$	-2.4549	-0.01
$γ_{2}$	-3.3722	-0.01
$γ_{3}$	-4.7842	-0.00
$γ_{4}$	49.0566	0.00
$γ_{5}$	-64.2720	-0.00
$γ_{6}$	29.5983	0.00
$γ_{7}$	-4.8897	-0.00
$γ_{8}$	2.6604	0.00

Estimation Period:
Oct 12, 2009 to May 29, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM