V-Lab: Klepierre Spline ILLIQ Liquidity Analysis

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Klepierre Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, November 17th, 2025:423.03 (32.54)

Analysis last updated: Saturday, November 15, 2025 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3819	4.25
$α$	0.0547	7.56
$β$	0.9399	112.85
$γ_{1}$	-0.0357	-4.37
$γ_{2}$	0.0682	5.20
$γ_{3}$	-0.0417	-4.33

Estimation Period:
Jun 28, 1991 to Nov 14, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts