V-Lab: Cns Co Ltd Spline ILLIQ Liquidity Analysis

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Cns Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, October 21st, 2025:3,574.98 (-228.67)

Analysis last updated: Tuesday, October 21, 2025 at 10:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4467	6.04
$α$	0.1513	4.17
$β$	0.7136	9.53
$γ_{1}$	-0.1778	-0.06
$γ_{2}$	-1.9829	-0.35
$γ_{3}$	-0.8877	-0.19
$γ_{4}$	5.5488	1.57
$γ_{5}$	1.4017	0.50
$γ_{6}$	-12.1831	-3.38
$γ_{7}$	17.9702	3.91

Estimation Period:
Aug 20, 2021 to Oct 17, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts