V-Lab: Brass Corp Spline ILLIQ Liquidity Analysis

V-Lab

Brass Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:2,176.18 (61.91)

Analysis last updated: Sunday, June 29, 2025 at 06:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9190	5.99
$α$	0.1824	12.51
$β$	0.8124	55.45
$γ_{1}$	-0.0941	-2.76

Estimation Period:
Mar 9, 2016 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts