V-Lab: Kojamo Pl Spline ILLIQ Liquidity Analysis

V-Lab

Kojamo Pl Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, April 17th, 2025:6671.11 (-587.41)

Analysis last updated: Thursday, April 17, 2025 at 11:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0315	5.37
$α$	0.0921	7.36
$β$	0.9036	75.65
$γ_{1}$	0.0432	1.23

Estimation Period:
Jun 15, 2018 to Apr 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts