V-Lab: Alten SA Spline ILLIQ Liquidity Analysis

V-Lab

Alten SA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, July 31st, 2025:5,173.23 (-112.95)

Analysis last updated: Thursday, July 31, 2025 at 10:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2286	7.25
$α$	0.0887	15.45
$β$	0.9083	153.43
$γ_{1}$	-0.0054	-2.19

Estimation Period:
Feb 3, 1999 to Jul 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts