V-Lab: Olgerdin Egill Skallagrimss Spline ILLIQ Liquidity Analysis

V-Lab

Olgerdin Egill Skallagrimss Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, April 15th, 2025:2951.24 (0.00)

Analysis last updated: Wednesday, April 16, 2025 at 02:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4857	0.99
$α$	0.0000	0.00
$β$	0.8769	2.33
$γ_{1}$	13.6533	0.42
$γ_{2}$	-37.1786	-0.79
$γ_{3}$	31.0408	1.32
$γ_{4}$	7.8244	0.61
$γ_{5}$	-47.2987	-2.93
$γ_{6}$	64.0056	3.23
$γ_{7}$	-52.9599	-2.95
$γ_{8}$	41.1977	2.40
$γ_{9}$	-41.1167	-1.62

Estimation Period:
Jun 9, 2022 to Apr 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Olgerdin Egill Skallagrimss Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM