V-Lab: PSI Software SE Spline ILLIQ Liquidity Analysis

Skip to main content

V-Lab

PSI Software SE Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, December 18th, 2025:3,968,849.00 (2,846.00)

Analysis last updated: Thursday, December 18, 2025 at 09:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0935	0.48
$α$	0.1664	0.05
$β$	0.8335	0.27
$γ_{1}$	-0.3975	-0.08
$γ_{2}$	0.3527	0.07
$γ_{3}$	-0.0050	-0.01
$γ_{4}$	0.1587	1.03
$γ_{5}$	-0.0706	-0.26
$γ_{6}$	-0.3225	-0.34
$γ_{7}$	1.1107	0.63

Estimation Period:
Oct 12, 1998 to Dec 12, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other PSI Software SE Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM