V-Lab: Warehouses De Pauw CVA Spline ILLIQ Liquidity Analysis

V-Lab

Warehouses De Pauw CVA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, August 5th, 2025:1,895.81 (262.09)

Analysis last updated: Tuesday, August 5, 2025 at 08:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.8710	6.49
$α$	0.0992	8.14
$β$	0.8581	36.90
$γ_{1}$	0.0256	3.93
$γ_{2}$	-0.0400	-4.31
$γ_{3}$	0.0421	6.49

Estimation Period:
Jun 25, 1999 to Aug 1, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts