V-Lab: Vien Dong Investment Develop Spline ILLIQ Liquidity Analysis

V-Lab

Vien Dong Investment Develop Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, July 17th, 2025:2,234.79 (-299.21)

Analysis last updated: Friday, July 18, 2025 at 04:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1074	0.06
$α$	0.1689	0.01
$β$	0.8311	0.07
$γ_{1}$	-2.3741	-0.00
$γ_{2}$	4.7929	0.00
$γ_{3}$	1.0831	0.00
$γ_{4}$	-6.3788	-0.01
$γ_{5}$	1.1255	0.00
$γ_{6}$	4.2455	0.06
$γ_{7}$	-5.7534	-0.27
$γ_{8}$	5.3404	1.29
$γ_{9}$	-1.6131	-0.06
$γ_{10}$	-1.3617	-0.03

Estimation Period:
Jan 22, 2009 to Jul 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Vien Dong Investment Develop Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM