V-Lab: Til Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Til Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:2,933.20 (138.47)

Analysis last updated: Sunday, June 1, 2025 at 01:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7268	2.08
$α$	0.2765	9.37
$β$	0.7225	27.96
$γ_{1}$	1.3388	0.75
$γ_{2}$	-7.0867	-2.80
$γ_{3}$	14.2205	3.10
$γ_{4}$	-13.7497	-3.13
$γ_{5}$	4.0060	1.77
$γ_{6}$	3.6323	1.27
$γ_{7}$	-1.4753	-0.48
$γ_{8}$	-2.4883	-0.78
$γ_{9}$	8.2808	1.31
$γ_{10}$	-24.2283	-1.87

Estimation Period:
Jul 5, 2006 to May 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts