V-Lab: Abbott Laboratories Spline ILLIQ Liquidity Analysis

V-Lab

Abbott Laboratories Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, May 7th, 2025:10.56 (-0.31)

Analysis last updated: Tuesday, May 6, 2025 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0129	7.71
$α$	0.0477	13.84
$β$	0.9511	275.11
$γ_{1}$	-0.0016	-1.40

Estimation Period:
Jan 2, 1990 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts