V-Lab: ACI Formulations PLC Spline ILLIQ Liquidity Analysis

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ACI Formulations PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Sunday, October 12th, 2025:3,858.23 (865.75)

Analysis last updated: Friday, October 10, 2025 at 08:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1598	4.48
$α$	0.3203	11.70
$β$	0.6754	24.94
$γ_{1}$	0.2178	0.26
$γ_{2}$	-0.5061	-0.47
$γ_{3}$	-0.6227	-0.84
$γ_{4}$	2.2836	3.16
$γ_{5}$	-1.6185	-2.61
$γ_{6}$	-0.2270	-0.36
$γ_{7}$	-0.5759	-0.70
$γ_{8}$	3.8518	2.40
$γ_{9}$	-5.6128	-1.49

Estimation Period:
Feb 10, 2009 to Oct 9, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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