V-Lab: Universal Textile Spline ILLIQ Liquidity Analysis

V-Lab

| |

V-Lab

Universal Textile Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, March 14th, 2025:5674.42 (-81.11)

Analysis last updated: Saturday, March 15, 2025 at 02:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1627	3.78
$α$	0.1701	12.77
$β$	0.8294	61.94
$γ_{1}$	0.2039	4.21
$γ_{2}$	-0.3998	-5.48
$γ_{3}$	0.2152	3.61
$γ_{4}$	0.0685	1.12
$γ_{5}$	-0.1455	-2.27
$γ_{6}$	0.0089	0.13

Estimation Period:
May 23, 1994 to Mar 7, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Universal Textile Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM