V-Lab: Infollion Research Services Spline ILLIQ Liquidity Analysis

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Infollion Research Services Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, November 6th, 2025:10,610.81 (4,927.68)

Analysis last updated: Wednesday, November 5, 2025 at 10:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3234	8.34
$α$	0.2003	4.49
$β$	0.6379	6.99
$γ_{1}$	-0.2507	-1.49

Estimation Period:
Jun 8, 2023 to Nov 4, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Infollion Research Services Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM