V-Lab: Abbott Laboratories Spline ILLIQ Liquidity Analysis

V-Lab

Abbott Laboratories Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:11.77 (-0.01)

Analysis last updated: Friday, May 16, 2025 at 10:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0128	7.71
$α$	0.0476	13.85
$β$	0.9511	275.61
$γ_{1}$	-0.0015	-1.37

Estimation Period:
Jan 2, 1990 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts