V-Lab: Cns Co Ltd Spline ILLIQ Liquidity Analysis

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Cns Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, November 19th, 2025:4,094.96 (-313.56)

Analysis last updated: Wednesday, November 19, 2025 at 11:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4509	6.11
$α$	0.1563	4.32
$β$	0.7059	9.04
$γ_{1}$	0.0056	0.00
$γ_{2}$	-2.4251	-0.45
$γ_{3}$	-0.3089	-0.07
$γ_{4}$	5.4048	1.51
$γ_{5}$	0.5864	0.21
$γ_{6}$	-11.1703	-3.15
$γ_{7}$	17.7308	3.84

Estimation Period:
Aug 20, 2021 to Nov 14, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts