V-Lab: All About Inc Spline ILLIQ Liquidity Analysis

V-Lab

All About Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:6,240.82 (-257.26)

Analysis last updated: Sunday, June 29, 2025 at 06:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9957	5.67
$α$	0.1683	10.42
$β$	0.8316	51.40
$γ_{1}$	-0.2047	-11.75
$γ_{2}$	0.4455	11.19

Estimation Period:
Sep 13, 2005 to Jun 27, 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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