V-Lab: Brass Corp Spline ILLIQ Liquidity Analysis

V-Lab

Brass Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, July 29th, 2025:675.82 (-39.69)

Analysis last updated: Wednesday, July 30, 2025 at 12:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9126	5.97
$α$	0.1843	12.79
$β$	0.8102	56.16
$γ_{1}$	-0.0938	-2.82

Estimation Period:
Mar 9, 2016 to Jul 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts