V-Lab: Kk Di-Nikko Engineering Spline ILLIQ Liquidity Analysis

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Kk Di-Nikko Engineering Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, December 15th, 2025:5,496.52 (3,122.21)

Analysis last updated: Sunday, December 14, 2025 at 03:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4320	2.60
$α$	0.1755	10.52
$β$	0.8135	57.05
$γ_{1}$	-0.7269	-6.55
$γ_{2}$	1.0957	6.79
$γ_{3}$	-0.7682	-7.05
$γ_{4}$	0.6759	6.04
$γ_{5}$	-0.2385	-1.36

Estimation Period:
Mar 22, 2007 to Dec 12, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Kk Di-Nikko Engineering Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM