V-Lab: Iel Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Iel Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 28th, 2025:9671.89 (-6554.00)

Analysis last updated: Sunday, April 27, 2025 at 02:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.0083	0.79
$α$	0.5683	2.40
$β$	0.3957	2.70
$γ_{1}$	1.2214	0.44
$γ_{2}$	-0.9918	-0.27
$γ_{3}$	-0.2509	-0.12
$γ_{4}$	-5.8571	-2.13
$γ_{5}$	13.1091	4.36
$γ_{6}$	-12.9072	-5.71
$γ_{7}$	10.2678	5.62
$γ_{8}$	-7.2576	-2.68

Estimation Period:
Nov 5, 2008 to Apr 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts