V-Lab: Carlos Casado Sa Spline ILLIQ Liquidity Analysis

V-Lab

Carlos Casado Sa Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, September 16th, 2025:4,378.46 (-161.85)

Analysis last updated: Tuesday, September 16, 2025 at 08:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	60.3031	0.00
$α$	0.0689	0.00
$β$	0.9311	0.02
$γ_{1}$	0.2184	0.00
$γ_{2}$	-0.1600	-0.00
$γ_{3}$	-0.4824	-0.02

Estimation Period:
Jul 29, 1994 to Sep 12, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Carlos Casado Sa Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM