V-Lab: Centuria Capital Group Spline ILLIQ Liquidity Analysis

V-Lab

Centuria Capital Group Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, July 7th, 2025:4,603.49 (-7.13)

Analysis last updated: Saturday, July 5, 2025 at 08:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6561	5.49
$α$	0.1646	4.02
$β$	0.7275	10.85
$γ_{1}$	-0.5028	-4.10
$γ_{2}$	1.0156	4.34
$γ_{3}$	-0.8761	-3.44
$γ_{4}$	0.3549	1.62
$γ_{5}$	0.1822	0.69
$γ_{6}$	-0.6411	-1.50
$γ_{7}$	0.7419	1.71
$γ_{8}$	-0.0570	-0.21
$γ_{9}$	-0.4986	-2.98

Estimation Period:
Mar 27, 2002 to Jul 4, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Centuria Capital Group Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM