V-Lab: D P Wires Ltd Spline ILLIQ Liquidity Analysis

V-Lab

D P Wires Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:3,280.30 (302.50)

Analysis last updated: Sunday, June 1, 2025 at 12:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2902	0.00
$α$	0.2399	0.00
$β$	0.7601	0.00
$γ_{1}$	14.1615	0.00
$γ_{2}$	-44.9105	-0.00
$γ_{3}$	52.6969	0.00
$γ_{4}$	-27.1861	-0.00
$γ_{5}$	3.0932	0.00
$γ_{6}$	5.0363	0.00
$γ_{7}$	-3.9504	-0.00
$γ_{8}$	2.8205	0.00

Estimation Period:
Oct 11, 2017 to May 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other D P Wires Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM