V-Lab: KBC Ancora Spline ILLIQ Liquidity Analysis

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V-Lab

KBC Ancora Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, March 13th, 2025:7060.00 (675.39)

Analysis last updated: Thursday, March 13, 2025 at 08:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0880	4.52
$α$	0.1436	16.92
$β$	0.8514	97.44
$γ_{1}$	0.0001	0.05

Estimation Period:
Apr 4, 2001 to Mar 7, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts