V-Lab: Spectrum Electrical Industry Spline ILLIQ Liquidity Analysis

V-Lab

Spectrum Electrical Industry Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:4,444.62 (537.57)

Analysis last updated: Thursday, May 8, 2025 at 11:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3748	4.64
$α$	0.1295	4.36
$β$	0.8443	27.05
$γ_{1}$	0.0772	0.23

Estimation Period:
Jul 24, 2020 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Spectrum Electrical Industry Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM