V-Lab: Turkiye Is Bankasi As Spline ILLIQ Liquidity Analysis

V-Lab

Turkiye Is Bankasi As Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:9,119.95 (-486.98)

Analysis last updated: Friday, May 9, 2025 at 12:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7885	0.20
$α$	0.1160	0.02
$β$	0.8840	0.18
$γ_{1}$	0.1283	0.00
$γ_{2}$	-0.4004	-0.04
$γ_{3}$	0.3986	0.01
$γ_{4}$	0.1300	0.01
$γ_{5}$	-0.7023	-0.13
$γ_{6}$	0.7056	0.35
$γ_{7}$	-0.5951	-0.32

Estimation Period:
Mar 28, 1995 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Turkiye Is Bankasi As Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM