V-Lab: Thinkink Picturez Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Thinkink Picturez Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 5th, 2025:23,741.57 (17,033.07)

Analysis last updated: Sunday, May 4, 2025 at 04:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	5.1361	1.50
$α$	0.7169	3.86
$β$	0.1944	2.89
$γ_{1}$	-0.9900	-1.03
$γ_{2}$	1.7066	1.30
$γ_{3}$	-1.0753	-0.98
$γ_{4}$	0.5775	0.44
$γ_{5}$	-0.1743	-0.17
$γ_{6}$	2.9029	3.17
$γ_{7}$	-7.8991	-3.89

Estimation Period:
Sep 2, 2015 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Thinkink Picturez Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM