V-Lab: Pro Fin Capital Services Ltd Spline ILLIQ Liquidity Analysis

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Pro Fin Capital Services Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, December 10th, 2025:10,866.11 (3,811.18)

Analysis last updated: Wednesday, December 10, 2025 at 10:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1482	0.00
$α$	0.1784	0.00
$β$	0.8216	0.00
$γ_{1}$	2.4689	0.00
$γ_{2}$	-7.5237	-0.00
$γ_{3}$	9.8533	0.01
$γ_{4}$	-8.8055	-0.01
$γ_{5}$	6.4569	0.01
$γ_{6}$	-2.7290	-0.00
$γ_{7}$	-0.7211	-0.00
$γ_{8}$	-1.0392	-0.00
$γ_{9}$	6.7356	0.00
$γ_{10}$	-8.2137	-0.00

Estimation Period:
Sep 28, 2011 to Dec 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Pro Fin Capital Services Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM