V-Lab: International Co FOR INV & DEV Spline ILLIQ Liquidity Analysis

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International Co FOR INV & DEV Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Sunday, November 30th, 2025:7,061.99 (-343.69)

Analysis last updated: Saturday, November 29, 2025 at 01:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8165	2.88
$α$	0.1896	5.04
$β$	0.8065	22.22
$γ_{1}$	-0.2371	-0.09
$γ_{2}$	1.4046	0.39
$γ_{3}$	-4.2089	-1.66
$γ_{4}$	8.4497	1.64
$γ_{5}$	-9.9374	-1.65
$γ_{6}$	5.5795	1.57
$γ_{7}$	-1.1934	-0.69
$γ_{8}$	0.1090	0.06
$γ_{9}$	0.1924	0.12
$γ_{10}$	-0.1630	-0.10

Estimation Period:
Jan 12, 2008 to Nov 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other International Co FOR INV & DEV Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM