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

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D P Wires Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, October 16th, 2025:3,390.59 (-61.81)

Analysis last updated: Thursday, October 16, 2025 at 09:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3689	0.00
$α$	0.2592	0.00
$β$	0.7408	0.00
$γ_{1}$	13.0579	0.00
$γ_{2}$	-46.9751	-0.00
$γ_{3}$	65.0211	0.00
$γ_{4}$	-41.6409	-0.00
$γ_{5}$	9.5210	0.00
$γ_{6}$	2.8458	0.00
$γ_{7}$	-1.2433	-0.00
$γ_{8}$	-3.0843	-0.00

Estimation Period:
Oct 11, 2017 to Oct 10, 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