V-Lab: E7 Group PJSC Spline ILLIQ Liquidity Analysis

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E7 Group PJSC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, October 30th, 2025:23,140.23 (575.66)

Analysis last updated: Thursday, October 30, 2025 at 07:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7390	3.59
$α$	0.8421	6.74
$β$	0.1498	1.21
$γ_{1}$	28.4784	1.02
$γ_{2}$	-83.0903	-1.72
$γ_{3}$	80.3605	2.49
$γ_{4}$	-15.0962	-0.84
$γ_{5}$	-29.3897	-1.64
$γ_{6}$	28.5969	1.50
$γ_{7}$	-12.9976	-0.87
$γ_{8}$	-6.4865	-0.33
$γ_{9}$	36.9238	1.28

Estimation Period:
May 30, 2022 to Oct 24, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other E7 Group PJSC Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM