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, November 13th, 2025:5,468.72 (-1,434.25)

Analysis last updated: Thursday, November 13, 2025 at 11:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2721	0.00
$α$	0.2638	0.00
$β$	0.7362	0.00
$γ_{1}$	15.7325	0.00
$γ_{2}$	-46.1154	-0.00
$γ_{3}$	47.8431	0.00
$γ_{4}$	-19.7923	-0.00
$γ_{5}$	-0.9765	-0.00
$γ_{6}$	7.1494	0.00
$γ_{7}$	-4.7482	-0.00
$γ_{8}$	1.3876	0.00
$γ_{9}$	-0.5903	-0.00

Estimation Period:
Oct 11, 2017 to Nov 7, 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