V-Lab: Axis Corp Spline ILLIQ Liquidity Analysis

V-Lab

Axis Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, June 6th, 2025:7,502.20 (710.44)

Analysis last updated: Saturday, June 7, 2025 at 01:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7240	0.01
$α$	0.1628	0.00
$β$	0.8372	0.00
$γ_{1}$	1.2811	0.00
$γ_{2}$	-4.2017	-0.00
$γ_{3}$	6.0741	0.00
$γ_{4}$	-5.4001	-0.00
$γ_{5}$	3.3159	0.00
$γ_{6}$	-1.4341	-0.00
$γ_{7}$	0.1998	0.00
$γ_{8}$	0.3761	0.01
$γ_{9}$	-0.0834	-0.00

Estimation Period:
May 9, 2005 to May 29, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts