V-Lab: Rich Honour International Spline ILLIQ Liquidity Analysis

V-Lab

Rich Honour International Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, July 7th, 2025:8,401.43 (1,135.18)

Analysis last updated: Tuesday, July 8, 2025 at 04:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0187	2.52
$α$	0.1720	6.29
$β$	0.7826	19.28
$γ_{1}$	-47.4002	-3.63
$γ_{2}$	80.3089	3.33
$γ_{3}$	-43.6051	-2.66
$γ_{4}$	13.3679	1.76
$γ_{5}$	-4.9588	-0.92
$γ_{6}$	3.6409	0.91
$γ_{7}$	-2.1867	-0.71
$γ_{8}$	0.4033	0.14
$γ_{9}$	2.8524	0.83
$γ_{10}$	-1.2072	-0.27

Estimation Period:
Oct 16, 2019 to Jul 4, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Rich Honour International Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM