V-Lab: Carlos Casado Sa Spline ILLIQ Liquidity Analysis

V-Lab

Carlos Casado Sa Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, July 11th, 2025:6,629.68 (-640.41)

Analysis last updated: Friday, July 11, 2025 at 08:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	86.3881	863,880,800.00
$α$	0.0938	938,370.00
$β$	0.9062	9,061,590.00
$γ_{1}$	-1.0365	-10,365,290.00
$γ_{2}$	2.2264	22,263,980.00
$γ_{3}$	-1.2487	-12,487,300.00
$γ_{4}$	-0.3605	-3,605,060.00
$γ_{5}$	1.8478	18,477,590.00
$γ_{6}$	-2.7761	-27,760,710.00
$γ_{7}$	1.5120	15,119,740.00
$γ_{8}$	-0.4087	-4,086,570.00

Estimation Period:
Jul 29, 1994 to Jul 8, 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