V-Lab: KCG Corporation Public Compa Spline ILLIQ Liquidity Analysis

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KCG Corporation Public Compa Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, December 1st, 2025:6,079.52 (1,419.70)

Analysis last updated: Sunday, November 30, 2025 at 06:58 AM UTC

Date Range:

from

to

6M ·

1Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9489	6.43
$α$	0.0868	2.20
$β$	0.8056	9.04
$γ_{1}$	0.1146	0.19

Estimation Period:
Jul 15, 2024 to Nov 28, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other KCG Corporation Public Compa Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM