V-Lab: Viralytics Ltd Spline ILLIQ Liquidity Analysis

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V-Lab

Viralytics Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, June 6th, 2018:3167.53 (-391.50)

Analysis last updated: Tuesday, June 5, 2018 at 07:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2933	1.30
$α$	0.1540	0.36
$β$	0.8459	1.99
$γ_{1}$	-1.6973	-0.59
$γ_{2}$	2.5973	0.63
$γ_{3}$	-1.2064	-0.62
$γ_{4}$	0.1515	0.16
$γ_{5}$	0.5076	1.28
$γ_{6}$	-0.8424	-4.21
$γ_{7}$	0.6388	0.47

Estimation Period:
Jan 8, 1996 to Jun 1, 2018

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Viralytics Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM