V-Lab: Klepierre Spline ILLIQ Liquidity Analysis

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Klepierre Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, December 10th, 2025:367.15 (-17.73)

Analysis last updated: Wednesday, December 10, 2025 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3838	4.25
$α$	0.0547	7.57
$β$	0.9400	113.02
$γ_{1}$	-0.0357	-4.37
$γ_{2}$	0.0683	5.20
$γ_{3}$	-0.0423	-4.36

Estimation Period:
Jun 28, 1991 to Dec 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts