V-Lab: Softtech Engineers Spline ILLIQ Liquidity Analysis

V-Lab

Softtech Engineers Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, August 4th, 2025:7,749.16 (2,084.37)

Analysis last updated: Monday, August 4, 2025 at 02:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2769	1.75
$α$	0.3545	5.38
$β$	0.6309	12.58
$γ_{1}$	-3.2151	-3.12
$γ_{2}$	6.0063	3.45
$γ_{3}$	-6.3670	-4.11
$γ_{4}$	6.3197	4.19
$γ_{5}$	-4.3039	-3.09

Estimation Period:
May 14, 2018 to Aug 1, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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