V-Lab: Beijing Ubox Online Tech Spline ILLIQ Liquidity Analysis

V-Lab

Beijing Ubox Online Tech Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, May 6th, 2025:15,068.25 (4,104.42)

Analysis last updated: Sunday, May 4, 2025 at 03:57 AM UTC

Date Range:

from

to

6M ·

1Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5477	3.54
$α$	0.1311	2.16
$β$	0.1071	0.39
$γ_{1}$	12.5179	0.29
$γ_{2}$	-41.3880	-0.70
$γ_{3}$	83.7606	2.17
$γ_{4}$	-141.2798	-3.26
$γ_{5}$	162.1712	4.31
$γ_{6}$	-133.0035	-3.50
$γ_{7}$	40.1074	0.85
$γ_{8}$	147.8296	2.31
$γ_{9}$	-303.8435	-2.75
$γ_{10}$	397.6131	2.84

Estimation Period:
Nov 3, 2023 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
Historical ILLIQ
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