V-Lab: Vitura SA Spline ILLIQ Liquidity Analysis

V-Lab

Vitura SA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, August 4th, 2025:49,120,780.00 (-2,372,690.00)

Analysis last updated: Monday, August 4, 2025 at 12:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3155	4.83
$α$	0.1145	6.77
$β$	0.8456	34.31
$γ_{1}$	0.0588	1.61
$γ_{2}$	-0.1108	-1.96
$γ_{3}$	0.2289	4.45
$γ_{4}$	-0.3310	-2.97

Estimation Period:
Mar 28, 2006 to Aug 1, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts