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

V-Lab

St Galler Kantonalbank AG Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, July 29th, 2025:4,974.74 (9.50)

Analysis last updated: Wednesday, July 30, 2025 at 01:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5815	8.21
$α$	0.0708	9.18
$β$	0.9231	119.71
$γ_{1}$	-0.0034	-2.02

Estimation Period:
Mar 30, 2001 to Jul 25, 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