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

V-Lab

D P Wires Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, June 20th, 2025:4,855.38 (1,467.71)

Analysis last updated: Saturday, June 21, 2025 at 12:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2583	0.00
$α$	0.2510	0.00
$β$	0.7490	0.00
$γ_{1}$	14.6442	0.00
$γ_{2}$	-47.2987	-0.00
$γ_{3}$	57.7845	0.00
$γ_{4}$	-32.7459	-0.00
$γ_{5}$	6.7950	0.00
$γ_{6}$	1.7363	0.00
$γ_{7}$	1.3458	0.00
$γ_{8}$	-5.1514	-0.00

Estimation Period:
Oct 11, 2017 to Jun 13, 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