V-Lab: Shepherd Industries Ltd Asymmetric ILLIQ Liquidity Analysis

V-Lab

Shepherd Industries Ltd Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, April 15th, 2025:95067.15 (-219.96)

Analysis last updated: Wednesday, April 16, 2025 at 01:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.22
$α$	0.0027	0.51
$β$	0.9966	214.13
$γ$	0.0015	0.19

Estimation Period:
Mar 8, 2017 to Apr 13, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Shepherd Industries Ltd Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM