V-Lab: Development Invt Constr Spline ILLIQ Liquidity Analysis

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Development Invt Constr Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, December 8th, 2025:179.04 (-39.05)

Analysis last updated: Sunday, December 7, 2025 at 06:47 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1504	3.20
$α$	0.1851	6.08
$β$	0.8119	27.15
$γ_{1}$	-5.0859	-1.80
$γ_{2}$	9.5101	2.55
$γ_{3}$	-6.9758	-3.39
$γ_{4}$	2.3285	1.26
$γ_{5}$	2.0241	1.13
$γ_{6}$	-7.0111	-3.86
$γ_{7}$	9.3699	4.75
$γ_{8}$	-2.7375	-0.73
$γ_{9}$	-2.1157	-0.47
$γ_{10}$	-4.4166	-1.09

Estimation Period:
Aug 10, 2011 to Dec 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
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