V-Lab: Development Invt Constr Spline ILLIQ Liquidity Analysis

V-Lab

Development Invt Constr Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, July 14th, 2025:584.58 (-68.72)

Analysis last updated: Sunday, July 13, 2025 at 10:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9571	2.93
$α$	0.1600	7.28
$β$	0.8311	38.44
$γ_{1}$	-4.6993	-1.96
$γ_{2}$	9.3539	2.72
$γ_{3}$	-7.2951	-3.40
$γ_{4}$	2.5999	1.41
$γ_{5}$	0.8954	0.49
$γ_{6}$	-4.7742	-2.40
$γ_{7}$	10.2182	5.53
$γ_{8}$	-12.0661	-5.11
$γ_{9}$	12.0273	4.49
$γ_{10}$	-13.0556	-4.08

Estimation Period:
Aug 10, 2011 to Jul 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Development Invt Constr Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM