V-Lab: Amedeo Air Four Plus Limited Spline ILLIQ Liquidity Analysis

V-Lab

Amedeo Air Four Plus Limited Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:30,684.63 (4,013.70)

Analysis last updated: Friday, May 9, 2025 at 12:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2030	2.28
$α$	0.1416	3.31
$β$	0.8568	19.79
$γ_{1}$	-1.8476	-0.75
$γ_{2}$	3.7187	1.13
$γ_{3}$	-4.2385	-1.95
$γ_{4}$	5.2014	1.52
$γ_{5}$	-7.4740	-1.22
$γ_{6}$	15.1234	1.12
$γ_{7}$	-22.8825	-1.42
$γ_{8}$	17.9677	1.69
$γ_{9}$	-6.4420	-1.18
$γ_{10}$	1.8161	0.43

Estimation Period:
May 12, 2015 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Amedeo Air Four Plus Limited Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM