V-Lab: SmartGroup Corp Ltd Asymmetric ILLIQ Liquidity Analysis

V-Lab

SmartGroup Corp Ltd Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:3,848.34 (-394.17)

Analysis last updated: Thursday, May 8, 2025 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	1.16
$α$	0.0702	16.38
$β$	0.9059	389.97
$γ$	0.0477	5.38

Estimation Period:
Jul 2, 2014 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other SmartGroup Corp Ltd Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM