V-Lab: Alphabet Inc Spline ILLIQ Liquidity Analysis

V-Lab

Alphabet Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, May 6th, 2025:3.03 (-0.16)

Analysis last updated: Monday, May 5, 2025 at 09:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1277	9.68
$α$	0.0532	10.77
$β$	0.9394	181.77
$γ_{1}$	-0.0103	-6.58

Estimation Period:
Aug 19, 2004 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts