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 Monday, December 8th, 2025:4,215.60 (101.51)

Analysis last updated: Sunday, December 7, 2025 at 02:34 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5333	0.01
$α$	0.2409	0.00
$β$	0.7591	0.00
$γ_{1}$	11.9121	0.00
$γ_{2}$	-45.0929	-0.00
$γ_{3}$	63.2989	0.00
$γ_{4}$	-37.1052	-0.00
$γ_{5}$	3.9448	0.00
$γ_{6}$	4.9990	0.00
$γ_{7}$	-2.0181	-0.00
$γ_{8}$	-1.3484	-0.00

Estimation Period:
Oct 11, 2017 to Dec 5, 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