V-Lab: Splitit Payments Ltd ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Splitit Payments Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, December 11th, 2023:1694486.00 (-225562.00)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.1701	1.99
$β$	0.8580	221.70
$γ$	-0.0562	-0.33
$λ_{1}$	0.0175	1.92
$λ_{2}$	0.0097	1.44
$λ_{3}$	0.0000	1.67

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
Asymmetric ILLIQ
Historical ILLIQ