V-Lab: Steel Partners Holdings LP Spline ILLIQ Liquidity Analysis

V-Lab

| |

V-Lab

Steel Partners Holdings LP Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 20th, 2024:266703.60 (-9861.00)

Analysis last updated: Friday, May 17, 2024 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2136	2.58
$α$	0.1395	5.54
$β$	0.8040	24.54
$γ_{1}$	-0.9983	-1.88
$γ_{2}$	1.7269	2.17
$γ_{3}$	-0.9740	-1.74
$γ_{4}$	0.4634	0.89
$γ_{5}$	-1.1265	-2.39
$γ_{6}$	2.3578	5.91
$γ_{7}$	-2.7146	-4.79

Estimation Period:
Apr 10, 2012 to May 17, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Steel Partners Holdings LP Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM