V-Lab: BlackRock Inc Spline ILLIQ Liquidity Analysis

V-Lab

BlackRock Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, October 7th, 2025:17.61 (1.41)

Analysis last updated: Monday, October 6, 2025 at 09:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2728	6.92
$α$	0.0780	12.51
$β$	0.9020	114.02
$γ_{1}$	-0.2846	-3.95
$γ_{2}$	0.2624	2.36
$γ_{3}$	0.1088	1.51
$γ_{4}$	-0.1156	-1.79
$γ_{5}$	0.0567	0.85
$γ_{6}$	-0.0103	-0.16
$γ_{7}$	-0.0266	-0.43
$γ_{8}$	0.0144	0.24
$γ_{9}$	-0.0371	-0.41

Estimation Period:
Oct 1, 1999 to Oct 3, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts