V-Lab: Associated Motor Finance Spline ILLIQ Liquidity Analysis

V-Lab

Associated Motor Finance Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:5,065.25 (587.19)

Analysis last updated: Sunday, June 29, 2025 at 12:59 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0793	2.38
$α$	0.2255	4.10
$β$	0.7547	15.75
$γ_{1}$	-7.2437	-1.73
$γ_{2}$	2.8851	0.39
$γ_{3}$	9.9564	1.76
$γ_{4}$	-5.7650	-1.39
$γ_{5}$	-4.4775	-0.87
$γ_{6}$	14.8421	2.70
$γ_{7}$	-18.2801	-4.42
$γ_{8}$	5.3470	1.60
$γ_{9}$	12.5142	3.03
$γ_{10}$	-22.9380	-4.36

Estimation Period:
Jul 28, 2011 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Associated Motor Finance Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM