V-Lab: Pt Golden Flower Spline ILLIQ Liquidity Analysis

V-Lab

| |

V-Lab

Pt Golden Flower Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, March 13th, 2025:10613.51 (7018.89)

Analysis last updated: Friday, March 14, 2025 at 12:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5860	1.16
$α$	0.4051	8.72
$β$	0.5906	13.77
$γ_{1}$	-7.9296	-1.78
$γ_{2}$	10.2591	1.70
$γ_{3}$	-8.1084	-1.68
$γ_{4}$	12.9054	2.99
$γ_{5}$	-9.9027	-3.23
$γ_{6}$	-1.4896	-0.47
$γ_{7}$	6.6110	1.18

Estimation Period:
Jun 26, 2019 to Feb 21, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Pt Golden Flower Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM