V-Lab: Analyst Investment Management Services Spline ILLIQ Liquidity Analysis

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Analyst Investment Management Services Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, November 20th, 2025:4,329.56 (165.48)

Analysis last updated: Thursday, November 20, 2025 at 11:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0636	3.76
$α$	0.0530	6.40
$β$	0.9416	90.42
$γ_{1}$	0.1300	0.84
$γ_{2}$	-0.0920	-0.38
$γ_{3}$	-0.1390	-0.78
$γ_{4}$	0.1217	0.74
$γ_{5}$	0.0461	0.20
$γ_{6}$	-0.6681	-1.82

Estimation Period:
May 29, 2002 to Nov 13, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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