V-Lab: Nathan's Famous Inc Spline ILLIQ Liquidity Analysis

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Nathan's Famous Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, December 1st, 2025:5,272.36 (-650.54)

Analysis last updated: Friday, November 28, 2025 at 11:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5290	3.80
$α$	0.1333	5.85
$β$	0.8382	34.40
$γ_{1}$	-0.1935	-3.96
$γ_{2}$	0.2570	3.42
$γ_{3}$	-0.2255	-3.35
$γ_{4}$	0.3206	4.58
$γ_{5}$	-0.3111	-5.35
$γ_{6}$	0.3149	6.51
$γ_{7}$	-0.2155	-4.90
$γ_{8}$	-0.0533	-0.98

Estimation Period:
Feb 26, 1993 to Nov 28, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts