V-Lab: Til Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Til Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:865.84 (288.64)

Analysis last updated: Sunday, June 29, 2025 at 05:47 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0939	4.00
$α$	0.2690	9.19
$β$	0.7307	25.76
$γ_{1}$	1.4255	0.67
$γ_{2}$	-7.5320	-3.05
$γ_{3}$	12.3898	3.06
$γ_{4}$	-7.1187	-2.06
$γ_{5}$	0.8389	0.29
$γ_{6}$	-0.3515	-0.14
$γ_{7}$	0.2194	0.17
$γ_{8}$	-2.8070	-1.15
$γ_{9}$	10.4032	1.54
$γ_{10}$	-24.0192	-1.86

Estimation Period:
Jul 5, 2006 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts