V-Lab: WH Smith PLC Spline ILLIQ Liquidity Analysis

V-Lab

WH Smith PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 16th, 2025:5,301.10 (224.21)

Analysis last updated: Sunday, June 15, 2025 at 04:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9582	7.90
$α$	0.0680	9.69
$β$	0.9254	126.21
$γ_{1}$	-0.0011	-1.22

Estimation Period:
Jan 2, 1990 to Jun 13, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other WH Smith PLC Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM