V-Lab: Kbc Global Limited Spline ILLIQ Liquidity Analysis

V-Lab

Kbc Global Limited Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 28th, 2025:10034.30 (2156.11)

Analysis last updated: Sunday, April 27, 2025 at 02:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5866	2.24
$α$	0.3154	6.99
$β$	0.6828	15.38
$γ_{1}$	-5.9710	-1.05
$γ_{2}$	10.6101	1.46
$γ_{3}$	-15.0876	-2.43
$γ_{4}$	31.0142	2.05
$γ_{5}$	-60.7809	-1.95
$γ_{6}$	79.7683	1.90
$γ_{7}$	-42.2282	-1.47
$γ_{8}$	-11.0537	-0.77
$γ_{9}$	23.9582	2.39

Estimation Period:
Apr 2, 2018 to Apr 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM