V-Lab: ICADE Spline ILLIQ Liquidity Analysis

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ICADE Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, November 17th, 2025:5,267.30 (849.77)

Analysis last updated: Saturday, November 15, 2025 at 10:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7696	4.30
$α$	0.1225	14.58
$β$	0.8569	87.50
$γ_{1}$	-0.5338	-10.16
$γ_{2}$	0.9200	11.58
$γ_{3}$	-0.4963	-9.23
$γ_{4}$	0.1708	3.67
$γ_{5}$	-0.0436	-0.94
$γ_{6}$	-0.0661	-1.12

Estimation Period:
Jul 5, 1991 to Nov 14, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts