V-Lab: First Gen Corp Spline ILLIQ Liquidity Analysis

V-Lab

First Gen Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, August 26th, 2025:4,509.77 (2,767.27)

Analysis last updated: Sunday, August 24, 2025 at 02:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7147	7,147,350.00
$α$	0.0823	823,290.00
$β$	0.9177	9,176,690.00
$γ_{1}$	-2.1193	-21,193,440.00
$γ_{2}$	3.4221	34,221,330.00
$γ_{3}$	-1.7089	-17,089,310.00
$γ_{4}$	0.4222	4,221,790.00
$γ_{5}$	0.0733	732,500.00

Estimation Period:
Feb 22, 2006 to Aug 22, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other First Gen Corp Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM