V-Lab: Cebu Air Inc Spline ILLIQ Liquidity Analysis

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Cebu Air Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, December 15th, 2025:13,061.81 (4,609.87)

Analysis last updated: Sunday, December 14, 2025 at 05:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6420	4.83
$α$	0.2980	4.77
$β$	0.5935	11.03
$γ_{1}$	0.3365	0.95
$γ_{2}$	-0.9666	-1.61
$γ_{3}$	0.9782	2.64
$γ_{4}$	-0.0488	-0.26
$γ_{5}$	-0.8980	-4.85
$γ_{6}$	1.1828	6.29
$γ_{7}$	-1.1362	-6.14
$γ_{8}$	1.1154	3.83

Estimation Period:
Oct 26, 2010 to Dec 12, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Cebu Air Inc Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM