V-Lab: Wim Plast Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Wim Plast Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:6,462.24 (1,621.54)

Analysis last updated: Thursday, May 8, 2025 at 10:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6023	0.00
$α$	0.2177	0.00
$β$	0.7823	0.00
$γ_{1}$	2.8971	0.00
$γ_{2}$	-10.9447	-0.00
$γ_{3}$	16.7446	0.00
$γ_{4}$	-12.4923	-0.00
$γ_{5}$	4.5178	0.00
$γ_{6}$	-1.6419	-0.00
$γ_{7}$	1.5826	0.05
$γ_{8}$	-1.0815	-0.00
$γ_{9}$	0.9387	0.00

Estimation Period:
Oct 6, 2009 to May 2, 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