V-Lab: Shepherd Industries Ltd ILLIQ-MFMEM Liquidity Analysis

V-Lab

Shepherd Industries Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, April 15th, 2025:61386.11 (14378.98)

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
$α$	0.6234	1.60
$β$	0.0000	0.00
$γ$	-0.5000	-0.73
$λ_{1}$	73,729.5000

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ