V-Lab: Murae Organisor Ltd Spline ILLIQ Liquidity Analysis

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Murae Organisor Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, December 1st, 2025:5,507.20 (4,386.09)

Analysis last updated: Sunday, November 30, 2025 at 03:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	6.1916	2.96
$α$	0.6495	4.98
$β$	0.1879	2.32
$γ_{1}$	12.2908	6.14
$γ_{2}$	-17.2803	-4.78
$γ_{3}$	8.2943	2.50
$γ_{4}$	-5.7493	-2.19
$γ_{5}$	4.2634	1.86
$γ_{6}$	-2.0637	-0.62
$γ_{7}$	-4.5872	-0.61

Estimation Period:
Aug 12, 2019 to Nov 28, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Murae Organisor Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM