V-Lab: Jde Peet'S Nv Spline ILLIQ Liquidity Analysis

V-Lab

Jde Peet'S Nv Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, July 31st, 2025:15,382.97 (7,489.53)

Analysis last updated: Friday, August 1, 2025 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	3.1473	3.40
$α$	0.1287	2.65
$β$	0.7067	7.44
$γ_{1}$	-3.8543	-1.93
$γ_{2}$	8.4711	2.83
$γ_{3}$	-5.3431	-2.75
$γ_{4}$	1.5644	1.01
$γ_{5}$	2.0949	1.22
$γ_{6}$	-7.2560	-3.01
$γ_{7}$	3.1812	0.87

Estimation Period:
Oct 5, 2020 to Jul 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Jde Peet'S Nv Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM