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 30th, 2025:4,609.10 (-899.39)

Analysis last updated: Sunday, June 29, 2025 at 05:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5134	0.00
$α$	0.2597	0.00
$β$	0.7403	0.00
$γ_{1}$	13.4625	0.00
$γ_{2}$	-44.5276	-0.00
$γ_{3}$	51.2138	0.00
$γ_{4}$	-18.5175	-0.00
$γ_{5}$	-7.6699	-0.00
$γ_{6}$	8.3652	0.00
$γ_{7}$	-2.3847	-0.00
$γ_{8}$	1.1767	0.00

Estimation Period:
Oct 11, 2017 to Jun 27, 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