V-Lab: NSI NV Spline ILLIQ Liquidity Analysis

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V-Lab

NSI NV Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 10th, 2024:16755.25 (413.68)

Analysis last updated: Saturday, May 11, 2024 at 03:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0134	3.17
$α$	0.0542	9.34
$β$	0.9426	134.39
$γ_{1}$	0.0041	1.28

Estimation Period:
Apr 3, 1998 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts