V-Lab: SWOJAS FOODS Ltd Spline ILLIQ Liquidity Analysis

V-Lab

SWOJAS FOODS Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, June 6th, 2025:23,298.41 (18,661.97)

Analysis last updated: Friday, June 6, 2025 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6420	2.11
$α$	0.4591	2.17
$β$	0.5384	2.56
$γ_{1}$	-37.9182	-1.33
$γ_{2}$	52.5448	1.46
$γ_{3}$	-21.6044	-1.54
$γ_{4}$	11.2216	0.98
$γ_{5}$	8.4498	0.86
$γ_{6}$	-31.8971	-3.14
$γ_{7}$	28.8248	2.51
$γ_{8}$	-3.9577	-0.28
$γ_{9}$	-69.0551	-2.26

Estimation Period:
Jul 2, 1997 to May 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other SWOJAS FOODS Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM