V-Lab: Wim Plast Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Wim Plast Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:4,709.60 (-1.30)

Analysis last updated: Sunday, June 29, 2025 at 05:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6834	0.00
$α$	0.2185	0.00
$β$	0.7815	0.00
$γ_{1}$	2.8580	0.00
$γ_{2}$	-11.0678	-0.00
$γ_{3}$	17.1702	0.00
$γ_{4}$	-12.6052	-0.00
$γ_{5}$	4.0841	0.00
$γ_{6}$	-1.2584	-0.00
$γ_{7}$	1.4402	0.00
$γ_{8}$	-0.9993	-0.00
$γ_{9}$	0.8159	0.00

Estimation Period:
Oct 6, 2009 to Jun 27, 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