V-Lab: Splitit Payments Ltd Asymmetric ILLIQ Liquidity Analysis

V-Lab

Splitit Payments Ltd Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, December 11th, 2023:1,197,299.00 (-170,714.00)

Analysis last updated: Saturday, December 9, 2023 at 09:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.15
$α$	0.1352	6.22
$β$	0.8478	115.10
$γ$	0.0340	1.35

Estimation Period:
Jan 29, 2019 to Dec 8, 2023

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Splitit Payments Ltd Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM