V-Lab: Vitura SA Spline ILLIQ Liquidity Analysis

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Vitura SA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, December 10th, 2025:104,655,300.00 (3,241,800.00)

Analysis last updated: Wednesday, December 10, 2025 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2739	5.01
$α$	0.1190	7.06
$β$	0.8366	32.66
$γ_{1}$	0.0434	1.30
$γ_{2}$	-0.0774	-1.51
$γ_{3}$	0.1938	4.81
$γ_{4}$	-0.3107	-3.49

Estimation Period:
Mar 28, 2006 to Dec 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts