V-Lab: Til Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Til Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, June 20th, 2025:1,278.09 (902.58)

Analysis last updated: Saturday, June 21, 2025 at 12:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9983	3.77
$α$	0.2624	9.78
$β$	0.7372	28.84
$γ_{1}$	1.3896	0.68
$γ_{2}$	-7.3511	-2.84
$γ_{3}$	12.3744	3.02
$γ_{4}$	-8.1176	-2.38
$γ_{5}$	1.5764	0.55
$γ_{6}$	0.7217	0.26
$γ_{7}$	0.3553	0.12
$γ_{8}$	-5.7822	-1.15
$γ_{9}$	13.2402	1.53
$γ_{10}$	-24.9083	-1.85

Estimation Period:
Jul 5, 2006 to Jun 13, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts