V-Lab: Otello Corporation Asa Spline ILLIQ Liquidity Analysis

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Otello Corporation Asa Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, December 15th, 2025:1,964.79 (-390.63)

Analysis last updated: Sunday, December 14, 2025 at 04:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7521	3.46
$α$	0.2242	7.61
$β$	0.7738	26.35
$γ_{1}$	0.1196	2.24
$γ_{2}$	-0.1499	-1.83
$γ_{3}$	-0.6010	-4.35
$γ_{4}$	2.5399	7.20
$γ_{5}$	-4.6378	-11.65

Estimation Period:
Apr 13, 2004 to Dec 12, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Otello Corporation Asa Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM