V-Lab: Atlas Menkul Kiymetler Yatir Spline ILLIQ Liquidity Analysis

V-Lab

Atlas Menkul Kiymetler Yatir Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:4,263.22 (-167.74)

Analysis last updated: Sunday, June 29, 2025 at 01:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3711	3,711,090.00
$α$	0.1789	1,789,260.00
$β$	0.8211	8,210,710.00
$γ_{1}$	0.0433	432,770.00
$γ_{2}$	0.3326	3,325,820.00
$γ_{3}$	-2.3734	-23,734,230.00
$γ_{4}$	3.8296	38,295,940.00
$γ_{5}$	-2.0580	-20,579,640.00
$γ_{6}$	0.8732	8,732,370.00
$γ_{7}$	-1.4255	-14,255,350.00
$γ_{8}$	0.8208	8,207,660.00
$γ_{9}$	0.0424	423,640.00

Estimation Period:
Mar 28, 1995 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Atlas Menkul Kiymetler Yatir Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM