V-Lab: Accuracy Shipping Spline ILLIQ Liquidity Analysis

V-Lab

Accuracy Shipping Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, September 15th, 2025:10,368.36 (1,206.72)

Analysis last updated: Sunday, September 14, 2025 at 12:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7988	1.86
$α$	0.3705	6.61
$β$	0.5959	17.77
$γ_{1}$	-2.9115	-5.52
$γ_{2}$	4.3352	6.26
$γ_{3}$	-1.4231	-3.68
$γ_{4}$	-0.1469	-0.26

Estimation Period:
Sep 7, 2018 to Sep 12, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Accuracy Shipping Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM