V-Lab: Justplanning Inc Spline ILLIQ Liquidity Analysis

V-Lab

Justplanning Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, August 5th, 2025:8,228.00 (-1,093.28)

Analysis last updated: Tuesday, August 5, 2025 at 10:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9732	4.48
$α$	0.1873	12.00
$β$	0.8126	51.98
$γ_{1}$	-2.1138	-3.57
$γ_{2}$	3.0172	3.64
$γ_{3}$	-0.8702	-1.99
$γ_{4}$	-0.2627	-0.80
$γ_{5}$	-0.1196	-0.32
$γ_{6}$	1.0355	2.71
$γ_{7}$	-2.0986	-5.45
$γ_{8}$	3.3071	7.44
$γ_{9}$	-2.9604	-7.15
$γ_{10}$	1.5331	3.09

Estimation Period:
Aug 3, 2001 to Aug 1, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Justplanning Inc Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM