V-Lab: Tameny Inc Spline ILLIQ Liquidity Analysis

V-Lab

Tameny Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, August 4th, 2025:4,333.51 (-789.81)

Analysis last updated: Monday, August 4, 2025 at 03:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3390	6.89
$α$	0.1523	9.72
$β$	0.8257	46.58
$γ_{1}$	-0.1409	-3.90
$γ_{2}$	0.3003	3.86

Estimation Period:
Oct 28, 2015 to Aug 1, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts