V-Lab: Otello Corporation Asa Spline ILLIQ Liquidity Analysis

V-Lab

Otello Corporation Asa Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 16th, 2025:3,727.86 (60.96)

Analysis last updated: Sunday, June 15, 2025 at 02:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8967	1.75
$α$	0.2156	5.35
$β$	0.7789	20.70
$γ_{1}$	-0.0273	-0.20
$γ_{2}$	0.2254	1.05
$γ_{3}$	-0.4898	-2.98
$γ_{4}$	0.7006	4.37
$γ_{5}$	-0.9667	-4.30
$γ_{6}$	2.0245	5.28
$γ_{7}$	-4.2781	-11.52

Estimation Period:
Apr 13, 2004 to Jun 13, 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