V-Lab: Holly Futures Co Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Holly Futures Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, May 6th, 2025:27,827.12 (838.99)

Analysis last updated: Sunday, May 4, 2025 at 04:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2860	3.48
$α$	0.0269	1.24
$β$	0.7248	3.67
$γ_{1}$	-2.6909	-2.31
$γ_{2}$	1.3794	0.62
$γ_{3}$	3.9748	1.78
$γ_{4}$	-3.9059	-2.08
$γ_{5}$	0.9041	0.50
$γ_{6}$	-5.6860	-2.13
$γ_{7}$	16.9616	6.53
$γ_{8}$	-20.8150	-8.00
$γ_{9}$	20.9952	5.11

Estimation Period:
Dec 30, 2015 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Holly Futures Co Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM