V-Lab: Accuracy Shipping Spline ILLIQ Liquidity Analysis

V-Lab

Accuracy Shipping Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, June 19th, 2025:11,742.12 (2,374.06)

Analysis last updated: Thursday, June 19, 2025 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0508	2.58
$α$	0.3632	6.67
$β$	0.6021	16.88
$γ_{1}$	-1.7719	-5.23
$γ_{2}$	3.1841	6.21
$γ_{3}$	-2.1432	-5.46

Estimation Period:
Sep 7, 2018 to Jun 13, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Accuracy Shipping Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM