V-Lab: Wim Plast Ltd Spline ILLIQ Liquidity Analysis

Skip to main content

V-Lab

Wim Plast Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, December 12th, 2025:6,568.38 (-168.02)

Analysis last updated: Friday, December 12, 2025 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5293	0.00
$α$	0.2149	0.00
$β$	0.7851	0.00
$γ_{1}$	3.1803	0.00
$γ_{2}$	-10.3332	-0.00
$γ_{3}$	13.6024	0.00
$γ_{4}$	-9.4027	-0.00
$γ_{5}$	3.8587	0.00
$γ_{6}$	-1.3636	-0.01
$γ_{7}$	0.1553	0.00
$γ_{8}$	0.8359	0.00
$γ_{9}$	-0.8651	-0.03
$γ_{10}$	0.8850	0.00

Estimation Period:
Oct 6, 2009 to Dec 5, 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