V-Lab: Shaftesbury Capital PLC Asymmetric ILLIQ Liquidity Analysis

V-Lab

Shaftesbury Capital PLC Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, August 4th, 2025:1,949.99 (-0.69)

Analysis last updated: Monday, August 4, 2025 at 06:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	3.56
$α$	0.0467	18.15
$β$	0.9433	640.40
$γ$	0.0189	4.30

Estimation Period:
May 11, 2010 to Aug 1, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts