V-Lab: Blockchain Group/The Spline ILLIQ Liquidity Analysis

V-Lab

Blockchain Group/The Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:3,796.85 (562.91)

Analysis last updated: Sunday, June 29, 2025 at 04:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.3712	4.05
$α$	0.1983	9.63
$β$	0.7785	37.97
$γ_{1}$	0.5088	1.83
$γ_{2}$	-1.1506	-2.18
$γ_{3}$	1.2327	2.19
$γ_{4}$	-1.3402	-2.63
$γ_{5}$	2.0520	5.64
$γ_{6}$	-3.5018	-12.32

Estimation Period:
Jul 4, 2011 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Blockchain Group/The Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM