V-Lab: Associated Motor Finance Spline ILLIQ Liquidity Analysis

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V-Lab

Associated Motor Finance Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, December 8th, 2025:8,559.57 (2,511.98)

Analysis last updated: Sunday, December 7, 2025 at 05:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1108	2.69
$α$	0.2346	4.30
$β$	0.7515	14.16
$γ_{1}$	-8.6839	-2.24
$γ_{2}$	6.0417	0.89
$γ_{3}$	7.8864	1.39
$γ_{4}$	-6.9748	-1.85
$γ_{5}$	-1.8015	-0.47
$γ_{6}$	15.4876	2.66
$γ_{7}$	-26.6765	-5.23
$γ_{8}$	24.5396	7.89
$γ_{9}$	-15.1135	-4.60
$γ_{10}$	3.1439	0.39

Estimation Period:
Jul 28, 2011 to Dec 5, 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