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

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Atlas Menkul Kiymetler Yatir Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, December 8th, 2025:5,007.49 (-134.37)

Analysis last updated: Sunday, December 7, 2025 at 06:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3786	0.00
$α$	0.1799	0.00
$β$	0.8201	0.00
$γ_{1}$	0.0644	0.00
$γ_{2}$	0.2747	0.00
$γ_{3}$	-2.4189	-0.00
$γ_{4}$	4.0869	0.00
$γ_{5}$	-2.1747	-0.00
$γ_{6}$	0.6762	0.00
$γ_{7}$	-1.3037	-0.00
$γ_{8}$	0.8987	0.00
$γ_{9}$	-0.0494	-0.00

Estimation Period:
Mar 28, 1995 to Dec 5, 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