V-Lab: Tgs Dis Ticaret As Spline ILLIQ Liquidity Analysis

V-Lab

Tgs Dis Ticaret As Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, June 10th, 2025:8,462.01 (5,979.93)

Analysis last updated: Saturday, June 7, 2025 at 01:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6536	4.86
$α$	0.2921	7.98
$β$	0.6661	20.28
$γ_{1}$	-0.0735	-5.08
$γ_{2}$	0.1155	4.41

Estimation Period:
Jun 7, 2012 to Jun 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Tgs Dis Ticaret As Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM