V-Lab: Wim Plast Ltd Spline ILLIQ Liquidity Analysis

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Wim Plast Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, October 29th, 2025:7,628.08 (1,163.26)

Analysis last updated: Wednesday, October 29, 2025 at 09:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5845	5,844,700.00
$α$	0.1991	1,991,300.00
$β$	0.8009	8,008,680.00
$γ_{1}$	2.9792	29,792,170.00
$γ_{2}$	-12.0383	-120,382,600.00
$γ_{3}$	16.4469	164,469,000.00
$γ_{4}$	-7.6519	-76,519,290.00
$γ_{5}$	1.3549	13,549,030.00
$γ_{6}$	-3.4862	-34,862,440.00
$γ_{7}$	2.7680	27,680,010.00
$γ_{8}$	-0.6088	-6,088,390.00
$γ_{9}$	0.6522	6,522,090.00

Estimation Period:
Oct 6, 2009 to Oct 24, 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