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 Friday, January 27th, 2023:386933.30 (-17481.30)

Analysis last updated: Thursday, January 26, 2023, 10:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9301	4.18
$α$	0.1889	9.24
$β$	0.7987	37.37
$γ_{1}$	0.4373	4.14

Estimation Period:
Jan 29, 2019 to Jan 25, 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