V-Lab: Shepherd Industries Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Shepherd Industries Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, April 15th, 2025:396766600.00 (14000.00)

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
$ω$	1.5888	2.61
$α$	0.9028	321.73
$β$	0.0971	34.00
$γ_{1}$	-7.9260	-1.08
$γ_{2}$	6.9334	0.66
$γ_{3}$	11.2137	1.32
$γ_{4}$	-22.8250	-2.77
$γ_{5}$	16.8944	2.51
$γ_{6}$	-5.7552	-0.33
$γ_{7}$	-226.3583	-8.77
$γ_{8}$	779.3283	35.75
$γ_{9}$	-1,056.7590	-36.00
$γ_{10}$	891.2646	17.99

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
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM