V-Lab: Worldline SA Spline ILLIQ Liquidity Analysis

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V-Lab

Worldline SA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, April 19th, 2024:1566.85 (184.34)

Analysis last updated: Friday, April 19, 2024 at 11:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9396	1.43
$α$	0.1105	0.12
$β$	0.8895	0.98
$γ_{1}$	-0.0441	-0.02

Estimation Period:
Jun 26, 2014 to Apr 12, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Worldline SA Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM