V-Lab: Sellwin Traders Limited Spline ILLIQ Liquidity Analysis

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Sellwin Traders Limited Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, December 1st, 2025:13,764.32 (11,265.16)

Analysis last updated: Sunday, November 30, 2025 at 02:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6641	0.11
$α$	0.4448	0.03
$β$	0.5552	0.03
$γ_{1}$	-4.1922	-0.01
$γ_{2}$	6.4616	0.01
$γ_{3}$	-5.6483	-0.03
$γ_{4}$	6.4348	0.07

Estimation Period:
Mar 1, 2017 to Nov 28, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM