V-Lab: First Brothers Co Spline ILLIQ Liquidity Analysis

V-Lab

First Brothers Co Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, July 1st, 2025:1,978.99 (-219.87)

Analysis last updated: Wednesday, July 2, 2025 at 03:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1004	7.64
$α$	0.1306	9.96
$β$	0.8630	49.71
$γ_{1}$	-0.0222	-1.48

Estimation Period:
Feb 17, 2015 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other First Brothers Co Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM