V-Lab: Euro Menkul Kiymet Spline ILLIQ Liquidity Analysis

V-Lab

Euro Menkul Kiymet Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 28th, 2025:5970.12 (-235.38)

Analysis last updated: Sunday, April 27, 2025 at 05:54 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.8220	3.86
$α$	0.1972	8.77
$β$	0.7133	20.31
$γ_{1}$	2.8078	2.95
$γ_{2}$	-3.2701	-1.75
$γ_{3}$	-2.2029	-1.14
$γ_{4}$	6.7699	4.28
$γ_{5}$	-7.4223	-8.69
$γ_{6}$	5.3344	11.47
$γ_{7}$	-2.5156	-5.96
$γ_{8}$	0.2962	0.63
$γ_{9}$	-0.1108	-0.22
$γ_{10}$	1.7201	2.67

Estimation Period:
Aug 27, 2013 to Apr 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Euro Menkul Kiymet Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM