V-Lab: Diamond Power Infrastructure Spline ILLIQ Liquidity Analysis

V-Lab

Diamond Power Infrastructure Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:1,384.95 (302.63)

Analysis last updated: Thursday, May 8, 2025 at 11:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0118	0.06
$α$	0.2784	0.01
$β$	0.7216	0.02
$γ_{1}$	-3.2733	-0.04
$γ_{2}$	2.7889	0.00
$γ_{3}$	2.7909	0.00
$γ_{4}$	-4.9167	-0.00
$γ_{5}$	4.4399	0.01
$γ_{6}$	-6.5381	-0.01
$γ_{7}$	23.1729	0.01
$γ_{8}$	-17.7410	-0.02
$γ_{9}$	-15.0721	-0.00
$γ_{10}$	15.7713	0.00

Estimation Period:
Oct 16, 2007 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Diamond Power Infrastructure Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM