V-Lab: Lapine Co Ltd Spline ILLIQ Liquidity Analysis

Skip to main content

V-Lab

Lapine Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, December 1st, 2025:6,477.12 (-619.41)

Analysis last updated: Sunday, November 30, 2025 at 04:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3039	3.33
$α$	0.1780	14.59
$β$	0.8133	70.05
$γ_{1}$	0.0859	1.49
$γ_{2}$	-0.3379	-4.38
$γ_{3}$	0.5900	13.93
$γ_{4}$	-0.6329	-12.49
$γ_{5}$	0.4715	8.15
$γ_{6}$	-0.1996	-3.57
$γ_{7}$	-0.1063	-1.46

Estimation Period:
Oct 8, 1992 to Nov 28, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Lapine Co Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM