V-Lab: Watt Mann Co Ltd Spline ILLIQ Liquidity Analysis

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Watt Mann Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, November 6th, 2025:4,656.52 (-456.11)

Analysis last updated: Thursday, November 6, 2025 at 11:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7114	2.42
$α$	0.1469	10.98
$β$	0.8527	62.72
$γ_{1}$	-0.3505	-6.68
$γ_{2}$	0.5377	8.02
$γ_{3}$	-0.3233	-7.76
$γ_{4}$	0.2776	5.69
$γ_{5}$	-0.2771	-4.30

Estimation Period:
Jan 20, 1995 to Oct 31, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Watt Mann Co Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM