V-Lab: All About Inc Spline ILLIQ Liquidity Analysis

V-Lab

All About Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:24,937.17 (-3,160.07)

Analysis last updated: Thursday, May 8, 2025 at 11:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9889	5.64
$α$	0.1639	10.47
$β$	0.8360	53.34
$γ_{1}$	-0.2127	-10.98
$γ_{2}$	0.4632	10.05

Estimation Period:
Sep 13, 2005 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
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