V-Lab: International Business Machines Corp Spline ILLIQ Liquidity Analysis

V-Lab

International Business Machines Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:13.73 (-0.70)

Analysis last updated: Friday, May 16, 2025 at 11:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0555	9.56
$α$	0.0500	13.58
$β$	0.9482	251.72
$γ_{1}$	-0.0018	-1.98

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts