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 2nd, 2025:7,525.10 (-1,197.61)

Analysis last updated: Sunday, June 1, 2025 at 04:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0834	0.00
$α$	0.1628	0.00
$β$	0.8372	0.01
$γ_{1}$	-2.1399	-0.00
$γ_{2}$	4.3228	0.00
$γ_{3}$	1.1743	0.00
$γ_{4}$	-5.9538	-0.00
$γ_{5}$	0.6650	0.00
$γ_{6}$	4.4461	0.01
$γ_{7}$	-5.4719	-0.02
$γ_{8}$	4.1613	2.27
$γ_{9}$	0.3754	0.00
$γ_{10}$	-3.2574	-0.03

Estimation Period:
Jan 22, 2009 to May 30, 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