V-Lab: ACI Formulations PLC Spline ILLIQ Liquidity Analysis

V-Lab

ACI Formulations PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Sunday, September 14th, 2025:1,714.09 (-73.44)

Analysis last updated: Friday, September 12, 2025 at 07:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1229	4.09
$α$	0.3216	11.64
$β$	0.6728	24.37
$γ_{1}$	0.5871	0.63
$γ_{2}$	-1.1262	-0.91
$γ_{3}$	0.0066	0.01
$γ_{4}$	0.6571	1.06
$γ_{5}$	1.2067	2.14
$γ_{6}$	-2.4592	-4.00
$γ_{7}$	1.1719	1.77
$γ_{8}$	-1.3787	-1.66
$γ_{9}$	5.0296	3.36
$γ_{10}$	-8.1407	-1.80

Estimation Period:
Feb 10, 2009 to Sep 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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