V-Lab: Searefico Corporation Spline ILLIQ Liquidity Analysis

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Searefico Corporation Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, November 28th, 2025:8,115.77 (5,237.53)

Analysis last updated: Saturday, November 29, 2025 at 03:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5626	25,625,520.00
$α$	0.1749	1,749,210.00
$β$	0.8251	8,250,750.00
$γ_{1}$	-0.6748	-6,747,960.00
$γ_{2}$	-0.7085	-7,085,270.00
$γ_{3}$	2.4005	24,004,630.00
$γ_{4}$	-3.1161	-31,160,510.00
$γ_{5}$	4.8816	48,816,140.00
$γ_{6}$	-3.9322	-39,322,280.00
$γ_{7}$	-0.0025	-25,360.00
$γ_{8}$	2.7765	27,765,320.00
$γ_{9}$	-2.5960	-25,960,420.00
$γ_{10}$	2.3180	23,179,770.00

Estimation Period:
Oct 22, 2009 to Nov 21, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Searefico Corporation Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM