V-Lab: BlackRock Inc Spline ILLIQ Liquidity Analysis

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V-Lab

BlackRock Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, May 1st, 2024:19.65 (0.73)

Analysis last updated: Tuesday, April 30, 2024 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2119	7.09
$α$	0.0765	14.08
$β$	0.9201	167.11
$γ_{1}$	0.0021	1.02

Estimation Period:
Oct 1, 1999 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts