V-Lab: Mother Marketing PCL Spline ILLIQ Liquidity Analysis

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Mother Marketing PCL Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, November 17th, 2025:14,714.40 (5,542.34)

Analysis last updated: Sunday, November 16, 2025 at 03:47 AM UTC

Date Range:

from

to

6M ·

Parameter Estimates

	param	t-stat
$ω$	0.5444	3.01
$α$	0.1928	2.61
$β$	0.5852	3.82
$γ_{1}$	-191.0557	-4.91
$γ_{2}$	266.3612	4.91
$γ_{3}$	-111.4805	-3.42
$γ_{4}$	111.0590	2.63

Estimation Period:
Feb 12, 2025 to Nov 14, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Mother Marketing PCL Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM