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

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Amedeo Air Four Plus Limited Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, October 13th, 2025:38,249.05 (2,953.40)

Analysis last updated: Sunday, October 12, 2025 at 03:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5845	1.98
$α$	0.3544	3.72
$β$	0.5778	10.91
$γ_{1}$	-0.7657	-0.51
$γ_{2}$	2.0779	0.85
$γ_{3}$	-3.1463	-1.94
$γ_{4}$	5.0419	2.62
$γ_{5}$	-5.8186	-3.31
$γ_{6}$	6.1515	2.75
$γ_{7}$	-10.9913	-2.59
$γ_{8}$	13.0008	2.56
$γ_{9}$	-6.8720	-1.82
$γ_{10}$	0.8918	0.29

Estimation Period:
May 12, 2015 to Oct 10, 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