V-Lab: Brass Corp Spline ILLIQ Liquidity Analysis

V-Lab

Brass Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:4,143.93 (-207.52)

Analysis last updated: Sunday, June 1, 2025 at 12:50 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9241	5.98
$α$	0.1822	12.44
$β$	0.8128	55.07
$γ_{1}$	-0.0934	-2.71

Estimation Period:
Mar 9, 2016 to May 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts