V-Lab: Univest Financial Corp Spline ILLIQ Liquidity Analysis

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Univest Financial Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, December 15th, 2025:2,968.46 (-40.44)

Analysis last updated: Saturday, December 13, 2025 at 12:33 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2169	3.84
$α$	0.0822	7.83
$β$	0.8943	55.89
$γ_{1}$	-0.4992	-4.06
$γ_{2}$	0.6992	3.81
$γ_{3}$	-0.2446	-2.37
$γ_{4}$	0.0791	1.26
$γ_{5}$	-0.1147	-2.59
$γ_{6}$	0.1972	4.74
$γ_{7}$	-0.1562	-3.17
$γ_{8}$	-0.0049	-0.07

Estimation Period:
Aug 21, 1996 to Dec 12, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts