V-Lab: Brass Corp Spline ILLIQ Liquidity Analysis

V-Lab

Brass Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, July 17th, 2025:500.03 (-54.97)

Analysis last updated: Friday, July 18, 2025 at 02:55 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8997	5.94
$α$	0.1864	12.81
$β$	0.8082	55.41
$γ_{1}$	-0.0989	-2.94

Estimation Period:
Mar 9, 2016 to Jul 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts