V-Lab: Uniform Industrial Spline ILLIQ Liquidity Analysis

V-Lab

Uniform Industrial Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, August 4th, 2025:5,743.79 (-749.62)

Analysis last updated: Monday, August 4, 2025 at 05:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0964	3.77
$α$	0.2011	14.26
$β$	0.7976	54.50
$γ_{1}$	-0.4597	-3.72
$γ_{2}$	0.7415	3.73
$γ_{3}$	-0.5196	-3.81
$γ_{4}$	0.5003	5.68
$γ_{5}$	-0.6938	-10.35
$γ_{6}$	1.1065	8.96

Estimation Period:
Feb 15, 2002 to Aug 1, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Uniform Industrial Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM