V-Lab: Daishin Balance NO 17 SPL Spline ILLIQ Liquidity Analysis

V-Lab

Daishin Balance NO 17 SPL Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 16th, 2025:7,088.98 (3,607.95)

Analysis last updated: Sunday, June 15, 2025 at 02:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2869	6.55
$α$	0.1750	2.31
$β$	0.0000	0.00
$γ_{1}$	32.7955	0.70
$γ_{2}$	-32.2510	-0.40
$γ_{3}$	-110.8785	-1.44
$γ_{4}$	300.2664	3.91
$γ_{5}$	-381.4044	-4.89
$γ_{6}$	329.3661	4.05
$γ_{7}$	-161.6061	-1.91
$γ_{8}$	-82.4192	-0.90
$γ_{9}$	165.6710	1.68
$γ_{10}$	57.5755	0.43

Estimation Period:
Jan 24, 2024 to Jun 13, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Daishin Balance NO 17 SPL Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM