V-Lab: BlackRock Inc Spline ILLIQ Liquidity Analysis

V-Lab

BlackRock Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, August 25th, 2025:17.76 (3.37)

Analysis last updated: Friday, August 22, 2025 at 10:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3778	7.50
$α$	0.0764	13.34
$β$	0.9122	138.75
$γ_{1}$	-0.0774	-5.84
$γ_{2}$	0.1215	5.85
$γ_{3}$	-0.0469	-3.22
$γ_{4}$	0.0022	0.12

Estimation Period:
Oct 1, 1999 to Aug 22, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts