V-Lab: Global Menkul Degerler Ano Spline ILLIQ Liquidity Analysis

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Global Menkul Degerler Ano Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, December 11th, 2025:4,314.61 (-247.46)

Analysis last updated: Thursday, December 11, 2025 at 10:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4108	0.00
$α$	0.3695	0.00
$β$	0.6305	0.00
$γ_{1}$	-1.9081	-0.02
$γ_{2}$	4.3807	0.03
$γ_{3}$	-6.4199	-0.33
$γ_{4}$	7.2785	0.10
$γ_{5}$	-13.0862	-0.01
$γ_{6}$	24.6079	0.01
$γ_{7}$	-21.3822	-0.00
$γ_{8}$	7.0177	0.00

Estimation Period:
Nov 11, 2011 to Dec 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Global Menkul Degerler Ano Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM