V-Lab: ACI Formulations PLC Spline ILLIQ Liquidity Analysis

Skip to main content

V-Lab

ACI Formulations PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Sunday, December 14th, 2025:6,256.43 (-386.27)

Analysis last updated: Friday, December 12, 2025 at 08:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1460	5.86
$α$	0.3169	12.15
$β$	0.6805	26.28
$γ_{1}$	0.0486	0.06
$γ_{2}$	-0.6490	-0.65
$γ_{3}$	0.4711	1.24
$γ_{4}$	1.1766	2.64
$γ_{5}$	-1.8664	-3.69
$γ_{6}$	-0.0174	-0.03
$γ_{7}$	2.9628	2.19
$γ_{8}$	-4.0017	-1.23

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other ACI Formulations PLC Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM