V-Lab: Wim Plast Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Wim Plast Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, June 20th, 2025:2,572.76 (343.33)

Analysis last updated: Saturday, June 21, 2025 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5769	0.00
$α$	0.2162	0.00
$β$	0.7838	0.00
$γ_{1}$	2.8563	0.00
$γ_{2}$	-10.8205	-0.00
$γ_{3}$	16.6133	0.00
$γ_{4}$	-12.4390	-0.00
$γ_{5}$	4.5106	0.00
$γ_{6}$	-1.6305	-0.00
$γ_{7}$	1.5608	0.01
$γ_{8}$	-1.0348	-0.00
$γ_{9}$	0.7515	0.00

Estimation Period:
Oct 6, 2009 to Jun 13, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Wim Plast Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM