V-Lab: Green Monster Inc Spline ILLIQ Liquidity Analysis

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Green Monster Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, November 6th, 2025:6,600.51 (-1,125.34)

Analysis last updated: Thursday, November 6, 2025 at 10:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6477	7.94
$α$	0.1263	3.37
$β$	0.7949	10.84
$γ_{1}$	-0.5176	-1.34

Estimation Period:
Mar 29, 2024 to Oct 31, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Green Monster Inc Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM