V-Lab: All About Inc Spline ILLIQ Liquidity Analysis

V-Lab

All About Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, June 20th, 2025:9,783.46 (-1,458.82)

Analysis last updated: Saturday, June 21, 2025 at 12:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9947	5.66
$α$	0.1682	10.41
$β$	0.8317	51.44
$γ_{1}$	-0.2071	-11.70
$γ_{2}$	0.4515	11.03

Estimation Period:
Sep 13, 2005 to Jun 13, 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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