V-Lab: Shelf Drilling Ltd Spline ILLIQ Liquidity Analysis

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Shelf Drilling Ltd Spline ILLIQ Liquidity Analysis

This asset is not actively trading

Analysis last updated: Thursday, November 27, 2025 at 01:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9748	0.38
$α$	0.2817	0.01
$β$	0.7183	0.03
$γ_{1}$	11.3289	0.00
$γ_{2}$	-44.3734	-0.02
$γ_{3}$	66.5431	4.55
$γ_{4}$	-44.1005	-0.10
$γ_{5}$	6.7656	0.01
$γ_{6}$	6.3512	0.02
$γ_{7}$	-2.7150	-0.02
$γ_{8}$	1.6617	0.02
$γ_{9}$	-2.9963	-0.02
$γ_{10}$	0.4033	0.00

Estimation Period:
May 22, 2018 to Nov 21, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Shelf Drilling Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM