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

V-Lab

D P Wires Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, September 15th, 2025:987.07 (-202.65)

Analysis last updated: Sunday, September 14, 2025 at 01:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2998	0.00
$α$	0.2363	0.00
$β$	0.7637	0.00
$γ_{1}$	13.4419	0.00
$γ_{2}$	-46.9784	-0.00
$γ_{3}$	59.5198	0.00
$γ_{4}$	-28.1254	-0.00
$γ_{5}$	-3.7302	-0.00
$γ_{6}$	8.5816	0.00
$γ_{7}$	-1.7721	-0.00
$γ_{8}$	-5.3277	-0.00

Estimation Period:
Oct 11, 2017 to Sep 12, 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