V-Lab: New Constructors Network Co Spline ILLIQ Liquidity Analysis

V-Lab

New Constructors Network Co Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:3,842.05 (-422.24)

Analysis last updated: Sunday, June 29, 2025 at 07:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8444	4.66
$α$	0.1235	7.51
$β$	0.8745	51.06
$γ_{1}$	-0.2749	-4.15

Estimation Period:
Mar 14, 2019 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other New Constructors Network Co Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM