V-Lab: Sheetal Universal Limited Spline ILLIQ Liquidity Analysis

V-Lab

Sheetal Universal Limited Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 30th, 2025:3,753.64 (205.18)

Analysis last updated: Friday, May 30, 2025 at 10:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6818	10.42
$α$	0.1770	2.14
$β$	0.2471	0.75
$γ_{1}$	-7.9479	-7.59
$γ_{2}$	10.2442	4.17

Estimation Period:
Dec 11, 2023 to May 23, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Sheetal Universal Limited Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM