V-Lab: Light UP Total Solution Publ Spline ILLIQ Liquidity Analysis

V-Lab

Light UP Total Solution Publ Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, August 4th, 2025:3,749.08 (112.94)

Analysis last updated: Monday, August 4, 2025 at 05:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6021	7.73
$α$	0.1733	2.33
$β$	0.1464	0.50
$γ_{1}$	-35.4876	-9.78
$γ_{2}$	58.5708	10.82
$γ_{3}$	-42.0754	-9.72

Estimation Period:
May 17, 2024 to Aug 1, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Light UP Total Solution Publ Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM