V-Lab: Clip Corp Spline ILLIQ Liquidity Analysis

V-Lab

Clip Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:7,841.04 (-554.61)

Analysis last updated: Sunday, June 29, 2025 at 07:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7795	5.47
$α$	0.1255	11.81
$β$	0.8391	64.67
$γ_{1}$	-0.1790	-1.64
$γ_{2}$	0.1587	0.89
$γ_{3}$	0.3971	3.13
$γ_{4}$	-0.7166	-6.55
$γ_{5}$	0.3277	2.81
$γ_{6}$	0.1283	1.16
$γ_{7}$	-0.0184	-0.18
$γ_{8}$	-0.4039	-3.73
$γ_{9}$	0.7493	4.87

Estimation Period:
Sep 21, 1998 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts