V-Lab: Development & Engineering Consultants Spline ILLIQ Liquidity Analysis

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Development & Engineering Consultants Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, December 9th, 2025:4,798.83 (-722.61)

Analysis last updated: Tuesday, December 9, 2025 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6786	3.30
$α$	0.2367	11.71
$β$	0.7612	38.35
$γ_{1}$	-0.5740	-1.14
$γ_{2}$	1.2254	2.13
$γ_{3}$	-3.0142	-11.13
$γ_{4}$	3.6618	5.54
$γ_{5}$	1.2474	0.80
$γ_{6}$	-4.4946	-2.71
$γ_{7}$	1.2643	1.55
$γ_{8}$	1.7886	3.13
$γ_{9}$	-1.7390	-3.50
$γ_{10}$	0.6396	1.24

Estimation Period:
Feb 6, 1998 to Dec 4, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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