V-Lab: NSI NV Spline ILLIQ Liquidity Analysis

V-Lab

NSI NV Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, August 4th, 2025:15,577.17 (500.94)

Analysis last updated: Monday, August 4, 2025 at 04:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9614	3.09
$α$	0.0535	9.53
$β$	0.9436	139.96
$γ_{1}$	0.0032	1.19

Estimation Period:
Apr 3, 1998 to Aug 1, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts