V-Lab: Net Insight AB Spline ILLIQ Liquidity Analysis

V-Lab

Net Insight AB Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, August 4th, 2025:5,582.82 (-641.13)

Analysis last updated: Monday, August 4, 2025 at 04:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0971	7.27
$α$	0.1191	15.80
$β$	0.8803	116.25
$γ_{1}$	-0.0050	-1.38

Estimation Period:
Jun 7, 1999 to Aug 1, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Net Insight AB Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM