V-Lab: All About Inc Spline ILLIQ Liquidity Analysis

V-Lab

All About Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:7,416.61 (-630.84)

Analysis last updated: Sunday, June 1, 2025 at 01:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9941	5.66
$α$	0.1681	10.41
$β$	0.8318	51.47
$γ_{1}$	-0.2080	-11.54
$γ_{2}$	0.4522	10.72

Estimation Period:
Sep 13, 2005 to May 30, 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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