V-Lab: Development Invt Constr Spline ILLIQ Liquidity Analysis

V-Lab

Development Invt Constr Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, July 2nd, 2025:1,177.45 (-91.28)

Analysis last updated: Thursday, July 3, 2025 at 01:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3297	3.22
$α$	0.1998	6.32
$β$	0.7971	25.70
$γ_{1}$	-3.6710	-1.37
$γ_{2}$	7.2892	2.06
$γ_{3}$	-6.1791	-3.36
$γ_{4}$	3.0188	1.74
$γ_{5}$	0.4256	0.24
$γ_{6}$	-7.8512	-3.50
$γ_{7}$	16.8458	6.20
$γ_{8}$	-11.9374	-4.66
$γ_{9}$	-0.4892	-0.16

Estimation Period:
Aug 10, 2011 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Development Invt Constr Analyses
Asymmetric ILLIQ
Historical ILLIQ
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