V-Lab: JTC PLC Spline ILLIQ Liquidity Analysis

V-Lab

JTC PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, June 6th, 2025:4,742.46 (-1,040.55)

Analysis last updated: Saturday, June 7, 2025 at 01:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0732	0.91
$α$	0.3190	4.57
$β$	0.6307	14.05
$γ_{1}$	-8.5751	-2.44
$γ_{2}$	7.7817	1.67
$γ_{3}$	2.1556	1.19
$γ_{4}$	-0.7883	-0.72
$γ_{5}$	-0.9522	-1.04
$γ_{6}$	0.4415	0.46
$γ_{7}$	0.0325	0.02

Estimation Period:
Mar 13, 2018 to May 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts