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

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Century Paper & Bd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, November 28th, 2025:341.00 (-25.98)

Analysis last updated: Saturday, November 29, 2025 at 02:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.2946	4.69
$α$	0.2049	11.88
$β$	0.7932	45.36
$γ_{1}$	-0.9419	-1.99
$γ_{2}$	0.3463	0.40
$γ_{3}$	2.9671	1.66
$γ_{4}$	-4.4472	-2.07
$γ_{5}$	2.5342	1.90
$γ_{6}$	-0.1945	-0.33
$γ_{7}$	-0.1797	-0.47
$γ_{8}$	-0.9284	-2.49
$γ_{9}$	2.0027	5.28
$γ_{10}$	-2.1536	-5.61

Estimation Period:
Jan 8, 1996 to Nov 21, 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