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

V-Lab

Vien Dong Investment Develop Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:2,942.40 (-426.77)

Analysis last updated: Sunday, June 29, 2025 at 02:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9400	0.25
$α$	0.1668	0.06
$β$	0.8331	0.31
$γ_{1}$	-2.3252	-0.01
$γ_{2}$	4.6421	0.01
$γ_{3}$	1.1778	0.02
$γ_{4}$	-6.2694	-0.04
$γ_{5}$	0.9553	0.01
$γ_{6}$	4.3299	0.30
$γ_{7}$	-5.6850	-1.26
$γ_{8}$	5.0008	3.27
$γ_{9}$	-1.0363	-0.17
$γ_{10}$	-1.9298	-0.25

Estimation Period:
Jan 22, 2009 to Jun 27, 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