V-Lab: UIE PLC Spline ILLIQ Liquidity Analysis

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V-Lab

UIE PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 29th, 2024:7783.09 (-409.80)

Analysis last updated: Saturday, April 27, 2024 at 10:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6106	4.85
$α$	0.0762	8.18
$β$	0.9002	73.17
$γ_{1}$	-0.0758	-0.67
$γ_{2}$	-0.1582	-0.81
$γ_{3}$	0.5895	2.96
$γ_{4}$	-0.6939	-3.79
$γ_{5}$	0.6127	4.52
$γ_{6}$	-0.3982	-3.36
$γ_{7}$	0.2043	1.70
$γ_{8}$	-0.0160	-0.08
$γ_{9}$	-0.3480	-1.11

Estimation Period:
Oct 7, 1991 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts