V-Lab: Century Paper & Bd Spline ILLIQ Liquidity Analysis

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Century Paper & Bd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, October 30th, 2025:737.74 (-29.36)

Analysis last updated: Thursday, October 30, 2025 at 10:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.2991	4.70
$α$	0.2052	11.85
$β$	0.7928	45.06
$γ_{1}$	-0.9502	-2.00
$γ_{2}$	0.3202	0.36
$γ_{3}$	3.0783	1.67
$γ_{4}$	-4.5543	-2.07
$γ_{5}$	2.5420	1.90
$γ_{6}$	-0.1613	-0.28
$γ_{7}$	-0.1834	-0.49
$γ_{8}$	-0.9062	-2.55
$γ_{9}$	1.8844	5.48
$γ_{10}$	-1.9067	-5.45

Estimation Period:
Jan 8, 1996 to Oct 24, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Century Paper & Bd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM