V-Lab: Wim Plast Ltd Spline ILLIQ Liquidity Analysis

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Wim Plast Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, November 27th, 2025:6,737.04 (271.36)

Analysis last updated: Thursday, November 27, 2025 at 11:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7372	7,371,670.00
$α$	0.2133	2,132,680.00
$β$	0.7867	7,867,280.00
$γ_{1}$	2.8201	28,200,690.00
$γ_{2}$	-11.5739	-115,739,000.00
$γ_{3}$	17.5994	175,994,400.00
$γ_{4}$	-10.3227	-103,226,500.00
$γ_{5}$	0.1197	1,197,030.00
$γ_{6}$	0.9857	9,857,330.00
$γ_{7}$	0.7770	7,770,140.00
$γ_{8}$	-0.6225	-6,225,220.00
$γ_{9}$	0.5859	5,858,590.00

Estimation Period:
Oct 6, 2009 to Nov 21, 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