V-Lab: St Galler Kantonalbank AG Spline ILLIQ Liquidity Analysis

V-Lab

St Galler Kantonalbank AG Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, July 17th, 2025:5,910.27 (78.97)

Analysis last updated: Friday, July 18, 2025 at 04:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5904	8.22
$α$	0.0708	9.17
$β$	0.9230	119.30
$γ_{1}$	-0.0033	-1.98

Estimation Period:
Mar 30, 2001 to Jul 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other St Galler Kantonalbank AG Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM