V-Lab: Prevest Denpro Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Prevest Denpro Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, August 4th, 2025:8,655.88 (1,187.96)

Analysis last updated: Monday, August 4, 2025 at 01:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0573	4.96
$α$	0.1938	7.28
$β$	0.7710	27.47
$γ_{1}$	0.1068	1.31

Estimation Period:
Sep 27, 2021 to Aug 1, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Prevest Denpro Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM