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

V-Lab

Century Paper & Bd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, July 11th, 2025:852.97 (117.69)

Analysis last updated: Saturday, July 12, 2025 at 12:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3776	4.70
$α$	0.2009	10.68
$β$	0.7987	46.81
$γ_{1}$	0.4279	0.30
$γ_{2}$	-2.2457	-1.03
$γ_{3}$	4.8568	1.78
$γ_{4}$	-5.2616	-2.06
$γ_{5}$	2.5569	1.90
$γ_{6}$	-0.0110	-0.02
$γ_{7}$	-0.2016	-0.61
$γ_{8}$	-0.8586	-2.86
$γ_{9}$	1.5681	6.28
$γ_{10}$	-1.3830	-3.98

Estimation Period:
Jan 8, 1996 to Jul 4, 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