V-Lab: Vitura SA Spline ILLIQ Liquidity Analysis

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Vitura SA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, November 17th, 2025:77,484,240.00 (-5,029,100.00)

Analysis last updated: Saturday, November 15, 2025 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2774	5.01
$α$	0.1191	7.04
$β$	0.8367	32.75
$γ_{1}$	0.0453	1.35
$γ_{2}$	-0.0814	-1.58
$γ_{3}$	0.1976	4.72
$γ_{4}$	-0.3106	-3.28

Estimation Period:
Mar 28, 2006 to Nov 14, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts