V-Lab: Akastor Asa Spline ILLIQ Liquidity Analysis

V-Lab

Akastor Asa Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, August 27th, 2025:8,010.26 (-2,811.24)

Analysis last updated: Thursday, August 28, 2025 at 12:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1411	4.91
$α$	0.2590	5.99
$β$	0.7402	17.12
$γ_{1}$	0.1485	0.82
$γ_{2}$	0.0855	0.28
$γ_{3}$	-0.3875	-1.59
$γ_{4}$	0.3645	1.44
$γ_{5}$	0.1280	0.40
$γ_{6}$	-3.1915	-2.02
$γ_{7}$	9.1800	1.93
$γ_{8}$	-18.0878	-1.91
$γ_{9}$	25.0078	2.03

Estimation Period:
May 25, 2004 to Aug 22, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Akastor Asa Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM