V-Lab: Centuria Capital Group Spline ILLIQ Liquidity Analysis

V-Lab

Centuria Capital Group Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, August 25th, 2025:4,206.60 (-264.52)

Analysis last updated: Saturday, August 23, 2025 at 08:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6599	5.60
$α$	0.1627	4.05
$β$	0.7262	10.76
$γ_{1}$	-0.4917	-4.15
$γ_{2}$	1.0023	4.47
$γ_{3}$	-0.8828	-3.60
$γ_{4}$	0.3797	1.80
$γ_{5}$	0.1491	0.60
$γ_{6}$	-0.6197	-1.51
$γ_{7}$	0.7630	1.76
$γ_{8}$	-0.1089	-0.39
$γ_{9}$	-0.4795	-2.76

Estimation Period:
Mar 27, 2002 to Aug 22, 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