V-Lab: Centuria Capital Group Spline ILLIQ Liquidity Analysis

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Centuria Capital Group Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, December 1st, 2025:5,239.33 (512.57)

Analysis last updated: Saturday, November 29, 2025 at 11:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6609	5.60
$α$	0.1588	4.15
$β$	0.7298	10.96
$γ_{1}$	-0.4812	-4.22
$γ_{2}$	0.9901	4.67
$γ_{3}$	-0.8974	-3.85
$γ_{4}$	0.4255	2.11
$γ_{5}$	0.0882	0.39
$γ_{6}$	-0.5789	-1.50
$γ_{7}$	0.7978	1.85
$γ_{8}$	-0.2053	-0.69
$γ_{9}$	-0.4242	-2.30

Estimation Period:
Mar 27, 2002 to Nov 28, 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