V-Lab: Centuria Capital Group Spline ILLIQ Liquidity Analysis

V-Lab

Centuria Capital Group Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, August 4th, 2025:4,487.36 (-539.18)

Analysis last updated: Sunday, August 3, 2025 at 10:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6606	5.58
$α$	0.1636	4.03
$β$	0.7261	10.75
$γ_{1}$	-0.4943	-4.11
$γ_{2}$	1.0050	4.40
$γ_{3}$	-0.8778	-3.52
$γ_{4}$	0.3663	1.71
$γ_{5}$	0.1663	0.65
$γ_{6}$	-0.6306	-1.51
$γ_{7}$	0.7526	1.74
$γ_{8}$	-0.0835	-0.30
$γ_{9}$	-0.4864	-2.86

Estimation Period:
Mar 27, 2002 to Aug 1, 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