V-Lab: Ginni Filaments Spline ILLIQ Liquidity Analysis

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Ginni Filaments Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, December 10th, 2025:4,798.83 (887.67)

Analysis last updated: Wednesday, December 10, 2025 at 11:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8071	3.10
$α$	0.1707	4.22
$β$	0.8282	21.89
$γ_{1}$	-0.0990	-0.10
$γ_{2}$	-2.0521	-1.50
$γ_{3}$	4.6218	3.29
$γ_{4}$	-4.5868	-2.85
$γ_{5}$	6.7779	2.35
$γ_{6}$	-8.3977	-2.65
$γ_{7}$	5.0170	3.94
$γ_{8}$	-2.1524	-6.19
$γ_{9}$	1.3272	5.49
$γ_{10}$	-0.6403	-2.08

Estimation Period:
Jun 26, 1997 to Dec 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Ginni Filaments Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM