V-Lab: Akko Invest Plc Spline ILLIQ Liquidity Analysis

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Akko Invest Plc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, November 17th, 2025:7,362.57 (2,610.72)

Analysis last updated: Saturday, November 15, 2025 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6308	0.00
$α$	0.1423	0.00
$β$	0.8577	0.00
$γ_{1}$	-4.1386	-0.00
$γ_{2}$	5.8197	0.00
$γ_{3}$	-5.7581	-0.00
$γ_{4}$	10.2326	0.00
$γ_{5}$	-9.4645	-0.00
$γ_{6}$	3.8771	0.00

Estimation Period:
Mar 26, 2012 to Nov 14, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Akko Invest Plc Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM