V-Lab: Vakif Menkul Kiymet Yatirim Spline ILLIQ Liquidity Analysis

V-Lab

Vakif Menkul Kiymet Yatirim Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, June 10th, 2025:7,987.10 (4,333.25)

Analysis last updated: Saturday, June 7, 2025 at 01:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	19.3683	2.61
$α$	0.2097	5.27
$β$	0.7877	21.22
$γ_{1}$	0.1337	0.34
$γ_{2}$	-2.4934	-2.05
$γ_{3}$	4.0386	2.03
$γ_{4}$	-0.8011	-0.32
$γ_{5}$	-2.7122	-0.90
$γ_{6}$	7.4509	1.17
$γ_{7}$	-9.8927	-1.35
$γ_{8}$	4.5681	1.56
$γ_{9}$	-0.3682	-1.15

Estimation Period:
Mar 28, 1995 to Jun 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Vakif Menkul Kiymet Yatirim Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM