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

V-Lab

St Galler Kantonalbank AG Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:5,104.24 (137.04)

Analysis last updated: Sunday, June 29, 2025 at 02:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5877	8.21
$α$	0.0709	9.17
$β$	0.9229	119.21
$γ_{1}$	-0.0033	-1.98

Estimation Period:
Mar 30, 2001 to Jun 27, 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