V-Lab: Accuracy Shipping Spline ILLIQ Liquidity Analysis

Skip to main content

V-Lab

Accuracy Shipping Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, December 1st, 2025:14,031.45 (-7,558.41)

Analysis last updated: Sunday, November 30, 2025 at 03:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7868	2.04
$α$	0.3649	6.22
$β$	0.5934	17.43
$γ_{1}$	-2.7132	-5.74
$γ_{2}$	4.1471	6.63
$γ_{3}$	-1.5399	-4.59
$γ_{4}$	0.0251	0.05

Estimation Period:
Sep 7, 2018 to Nov 28, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Accuracy Shipping Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM