V-Lab: Accuracy Shipping Spline ILLIQ Liquidity Analysis

Skip to main content

V-Lab

Accuracy Shipping Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, November 6th, 2025:12,228.59 (2,981.77)

Analysis last updated: Wednesday, November 5, 2025 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7886	1.99
$α$	0.3660	6.29
$β$	0.5946	17.53
$γ_{1}$	-2.7689	-5.67
$γ_{2}$	4.1980	6.51
$γ_{3}$	-1.4975	-4.29
$γ_{4}$	-0.0558	-0.11

Estimation Period:
Sep 7, 2018 to Nov 4, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Accuracy Shipping Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM