V-Lab: Maywufa Co Spline ILLIQ Liquidity Analysis

V-Lab

Maywufa Co Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 5th, 2025:4,229.79 (-161.60)

Analysis last updated: Sunday, May 4, 2025 at 08:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9793	6.99
$α$	0.1522	16.36
$β$	0.8367	87.66
$γ_{1}$	0.0014	0.78

Estimation Period:
Sep 20, 2001 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts