V-Lab: SmartGroup Corp Ltd Spline ILLIQ Liquidity Analysis

V-Lab

SmartGroup Corp Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:3,517.58 (-377.00)

Analysis last updated: Saturday, May 31, 2025 at 09:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3146	3.89
$α$	0.1050	8.98
$β$	0.8924	81.99
$γ_{1}$	0.0106	0.39

Estimation Period:
Jul 2, 2014 to May 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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