V-Lab: Lightworks Corporation Spline ILLIQ Liquidity Analysis

V-Lab

Lightworks Corporation Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:85.04 (-33.68)

Analysis last updated: Thursday, May 8, 2025 at 11:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3108	2.53
$α$	0.2827	2.22
$β$	0.5987	9.16
$γ_{1}$	-15.4902	-1.83
$γ_{2}$	16.8437	1.52
$γ_{3}$	4.1040	0.71
$γ_{4}$	-21.9722	-2.99
$γ_{5}$	35.4277	4.31
$γ_{6}$	-31.0552	-4.25
$γ_{7}$	1.8430	0.27

Estimation Period:
Feb 9, 2022 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM