V-Lab: Splitit Payments Ltd Spline ILLIQ Liquidity Analysis

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V-Lab

Splitit Payments Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, December 11th, 2023:2170639.00 (-159210.00)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0762	5.04
$α$	0.2099	3.44
$β$	0.7901	12.93
$γ_{1}$	0.1720	0.64

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
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM