V-Lab: Duna House Holding Spline ILLIQ Liquidity Analysis

V-Lab

Duna House Holding Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, July 10th, 2025:7,788.13 (5,201.39)

Analysis last updated: Thursday, July 10, 2025 at 10:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0117	3.55
$α$	0.1329	2.75
$β$	0.0000	0.00
$γ_{1}$	-0.9492	-0.23
$γ_{2}$	-0.5886	-0.10
$γ_{3}$	5.6427	1.64
$γ_{4}$	-8.1828	-2.58
$γ_{5}$	6.6611	2.17
$γ_{6}$	-5.2353	-1.98
$γ_{7}$	2.7508	1.34
$γ_{8}$	0.7921	0.57
$γ_{9}$	1.4841	1.09

Estimation Period:
Mar 22, 2017 to Jul 4, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Duna House Holding Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM