V-Lab: Southern Cross Payments Ltd Spline ILLIQ Liquidity Analysis

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V-Lab

Southern Cross Payments Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, October 2nd, 2019:3988.88 (414.47)

Analysis last updated: Tuesday, October 1, 2019 at 10:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9498	5.99
$α$	0.1528	3.38
$β$	0.8470	18.75
$γ_{1}$	-1.4472	-0.66
$γ_{2}$	3.5073	0.93
$γ_{3}$	-0.5340	-0.18
$γ_{4}$	-3.9859	-1.31
$γ_{5}$	2.1810	1.27
$γ_{6}$	1.8039	1.80
$γ_{7}$	-2.7974	-2.67
$γ_{8}$	-4.8379	-1.26
$γ_{9}$	17.1621	2.14
$γ_{10}$	-17.7421	-2.77

Estimation Period:
Dec 7, 1998 to Sep 27, 2019

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Southern Cross Payments Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM