V-Lab: Riskmonster.Com Spline ILLIQ Liquidity Analysis

V-Lab

Riskmonster.Com Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, July 7th, 2025:10,532.94 (-1,800.19)

Analysis last updated: Tuesday, July 8, 2025 at 02:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8779	7.71
$α$	0.1783	12.24
$β$	0.8209	56.65
$γ_{1}$	-0.1637	-3.93
$γ_{2}$	0.3584	4.02

Estimation Period:
Mar 28, 2005 to Jul 4, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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