V-Lab: Prime Holdings Spline ILLIQ Liquidity Analysis

V-Lab

Prime Holdings Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, June 26th, 2025:12,178.36 (-226.52)

Analysis last updated: Thursday, June 26, 2025 at 09:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.2541	0.00
$α$	0.2087	0.00
$β$	0.7912	0.01
$γ_{1}$	0.7934	0.00
$γ_{2}$	-3.2043	-0.00
$γ_{3}$	5.5965	0.03
$γ_{4}$	-5.3251	-0.02
$γ_{5}$	2.9472	0.02
$γ_{6}$	-1.3045	-0.01

Estimation Period:
Aug 30, 2008 to Jun 19, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Prime Holdings Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM