V-Lab: Jsl Sa Spline ILLIQ Liquidity Analysis

V-Lab

Jsl Sa Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 30th, 2025:5,501.33 (-122.96)

Analysis last updated: Friday, May 30, 2025 at 11:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4761	2.61
$α$	0.0572	4.15
$β$	0.9224	44.10
$γ_{1}$	0.0025	0.01
$γ_{2}$	0.4305	1.50
$γ_{3}$	-1.0869	-7.72
$γ_{4}$	1.1470	9.14
$γ_{5}$	-0.6919	-3.80
$γ_{6}$	0.2882	0.82

Estimation Period:
Apr 22, 2010 to May 23, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts