V-Lab: ICADE Spline ILLIQ Liquidity Analysis

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ICADE Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, December 10th, 2025:4,224.74 (-332.49)

Analysis last updated: Wednesday, December 10, 2025 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7742	4.30
$α$	0.1223	14.60
$β$	0.8571	87.66
$γ_{1}$	-0.5300	-10.15
$γ_{2}$	0.9151	11.59
$γ_{3}$	-0.4962	-9.32
$γ_{4}$	0.1737	3.76
$γ_{5}$	-0.0473	-1.03
$γ_{6}$	-0.0644	-1.09

Estimation Period:
Jul 5, 1991 to Dec 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts