V-Lab: Kitalive Inc Spline ILLIQ Liquidity Analysis

V-Lab

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V-Lab

Kitalive Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 17th, 2024:16813.45 (0.00)

Analysis last updated: Saturday, May 18, 2024 at 01:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9092	3.65
$α$	0.0000	0.00
$β$	0.8915	1.16
$γ_{1}$	-18.6215	-1.63
$γ_{2}$	5.2720	0.27
$γ_{3}$	40.5507	3.22
$γ_{4}$	-55.4787	-5.59
$γ_{5}$	64.5453	4.48

Estimation Period:
Sep 28, 2022 to May 10, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Kitalive Inc Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM