V-Lab: SRG Global Ltd Spline ILLIQ Liquidity Analysis

V-Lab

SRG Global Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, August 4th, 2025:4,868.21 (-957.52)

Analysis last updated: Sunday, August 3, 2025 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2262	1.66
$α$	0.2863	4.32
$β$	0.6790	14.25
$γ_{1}$	-1.9609	-3.55
$γ_{2}$	3.5093	4.12
$γ_{3}$	-2.2731	-3.59
$γ_{4}$	0.2218	0.34
$γ_{5}$	1.2333	2.22
$γ_{6}$	-0.9859	-2.42
$γ_{7}$	0.1255	0.39
$γ_{8}$	-0.0615	-0.15

Estimation Period:
Aug 17, 2007 to Aug 1, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other SRG Global Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM